+521.2%
PTC vs URA
-31.1%
+552.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.3% |
| 7D | -10.3% | +1.1% | -11.3% | -10.6% |
| 30D | +1.1% | +7.4% | -6.3% | -1.4% |
| 3M | +1.6% | -8.4% | +10.0% | +3.0% |
| 6M | -13.5% | -12.7% | -0.8% | -12.3% |
| YTD | -19.1% | +7.8% | -26.8% | -25.0% |
| 1Y | -33.9% | +19.5% | -53.3% | -41.8% |
| 3Y | -3.9% | +116.4% | -120.3% | -35.9% |
| 5Y | +6.0% | +134.3% | -128.2% | -35.7% |
| 10Y | +223.7% | +359.3% | -135.5% | +36.5% |
| All | +521.2% | -31.1% | +552.3% | +422.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling