+53.2%
UBER vs PTC
+62.5%
-9.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +0.5% | +0.8% | -0.4% | +0.1% |
| 30D | -3.1% | +1.2% | -4.3% | -3.6% |
| 3M | -8.3% | +32.6% | -40.9% | -21.7% |
| 6M | -9.5% | +36.1% | -45.6% | -24.5% |
| YTD | -15.4% | +12.7% | -28.1% | -22.0% |
| 1Y | -26.1% | +10.2% | -36.3% | -31.0% |
| 3Y | +34.0% | +29.4% | +4.6% | +2.5% |
| 5Y | +53.2% | +61.1% | -7.9% | -4.9% |
| All | +53.2% | +62.5% | -9.3% | -4.9% |
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