+369.1%
PTC vs TRU
+247.6%
+121.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +1.3% | +4.6% | -3.3% | -0.7% |
| 30D | +1.1% | +25.4% | -24.4% | -9.0% |
| 3M | +30.1% | +4.0% | +26.2% | +26.9% |
| 6M | +34.0% | +14.5% | +19.6% | +24.8% |
| YTD | +12.8% | -3.7% | +16.6% | +11.9% |
| 1Y | +10.7% | +2.8% | +8.0% | +6.7% |
| 3Y | +29.6% | +58.5% | -28.9% | -2.4% |
| 5Y | +63.5% | -25.0% | +88.6% | +68.7% |
| 10Y | +316.7% | +186.0% | +130.7% | +142.1% |
| All | +369.1% | +247.6% | +121.5% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling