+330.1%
PTC vs URA
+278.3%
+51.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.1% | -0.9% |
| 7D | -0.2% | -4.1% | +3.9% | +0.8% |
| 30D | +0.8% | -19.0% | +19.8% | +6.1% |
| 3M | +32.1% | -25.1% | +57.2% | +41.2% |
| 6M | +42.6% | -44.5% | +87.1% | +63.4% |
| YTD | +12.0% | -24.3% | +36.3% | +14.1% |
| 1Y | +12.2% | -28.1% | +40.3% | +15.7% |
| 3Y | +31.2% | +40.7% | -9.5% | +1.8% |
| 5Y | +54.9% | +35.5% | +19.4% | +16.4% |
| All | +330.1% | +278.3% | +51.9% | +94.4% |
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