-25.5%
UBER vs PTC
-39.6%
+14.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -1.9% |
| 7D | -7.0% | -13.6% | +6.5% | -3.5% |
| 30D | -8.9% | -14.7% | +5.7% | -5.4% |
| 3M | +1.0% | -5.9% | +6.9% | +1.5% |
| 6M | -3.7% | -21.1% | +17.4% | +1.0% |
| YTD | -13.0% | -26.0% | +13.0% | -6.6% |
| 1Y | -25.5% | -36.8% | +11.3% | -11.1% |
| All | -25.5% | -39.6% | +14.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling