-3.5%
PTC vs URA
+114.7%
-118.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.1% |
| 7D | -10.3% | +1.1% | -11.3% | -10.4% |
| 30D | +1.1% | +7.4% | -6.3% | +0.5% |
| 3M | +1.6% | -8.4% | +10.0% | +2.5% |
| 6M | -13.5% | -12.7% | -0.8% | -12.7% |
| YTD | -19.1% | +7.8% | -26.8% | -21.8% |
| 1Y | -33.9% | +19.5% | -53.3% | -37.5% |
| All | -3.5% | +114.7% | -118.2% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling