+85.0%
UBER vs PTC
+6.0%
+79.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.8% | +2.9% |
| 7D | -3.9% | -10.3% | +6.4% | +1.6% |
| 30D | +11.1% | +1.1% | +10.0% | +9.9% |
| 3M | +4.9% | +1.6% | +3.3% | +2.4% |
| 6M | -1.2% | -13.5% | +12.3% | +5.2% |
| YTD | -7.3% | -19.1% | +11.8% | +2.1% |
| 1Y | -17.6% | -33.9% | +16.2% | +2.1% |
| 3Y | +61.1% | -3.9% | +65.0% | +44.5% |
| All | +85.0% | +6.0% | +79.0% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling