+759.3%
PTC vs URA
-51.6%
+811.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.1% | -1.1% |
| 7D | -0.2% | -4.1% | +3.9% | +1.0% |
| 30D | +0.8% | -19.0% | +19.8% | +7.1% |
| 3M | +32.1% | -25.1% | +57.2% | +43.0% |
| 6M | +42.6% | -44.5% | +87.1% | +67.1% |
| YTD | +12.0% | -24.3% | +36.3% | +14.9% |
| 1Y | +12.2% | -28.1% | +40.3% | +16.6% |
| 3Y | +31.2% | +40.7% | -9.5% | +0.2% |
| 5Y | +54.9% | +35.5% | +19.4% | +14.5% |
| 10Y | +343.1% | +281.2% | +62.0% | +93.2% |
| All | +759.3% | -51.6% | +811.0% | +701.0% |
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