+63.7%
UBER vs PTC
-2.9%
+66.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.8% | +1.8% |
| 7D | -3.9% | -10.3% | +6.4% | -0.3% |
| 30D | +11.1% | +1.1% | +10.0% | +10.3% |
| 3M | +4.9% | +1.6% | +3.3% | +3.4% |
| 6M | -1.2% | -13.5% | +12.3% | +3.3% |
| YTD | -7.3% | -19.1% | +11.8% | -0.8% |
| 1Y | -17.6% | -33.9% | +16.2% | -4.4% |
| All | +63.7% | -2.9% | +66.6% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling