+203.4%
PTC vs URA
+371.9%
-168.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.1% | -8.6% | -6.3% |
| 7D | -12.8% | +8.1% | -20.9% | -14.6% |
| 30D | -9.8% | +5.8% | -15.5% | -11.3% |
| 3M | -2.1% | +3.4% | -5.5% | -4.0% |
| 6M | -18.1% | -2.6% | -15.5% | -19.6% |
| YTD | -23.5% | +11.2% | -34.7% | -29.1% |
| 1Y | -37.4% | +19.8% | -57.2% | -44.1% |
| 3Y | -7.2% | +121.5% | -128.7% | -36.4% |
| 5Y | +2.7% | +134.5% | -131.8% | -35.0% |
| 10Y | +203.4% | +376.7% | -173.3% | +32.2% |
| All | +203.4% | +371.9% | -168.5% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling