+70.0%
UBER vs PTC
+127.8%
-57.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +1.2% | +0.5% | +0.7% | +0.9% |
| 30D | -1.1% | +0.9% | -2.0% | -1.6% |
| 3M | -10.0% | +30.4% | -40.4% | -24.7% |
| 6M | -7.2% | +34.4% | -41.6% | -24.7% |
| YTD | -13.5% | +12.6% | -26.1% | -22.9% |
| 1Y | -24.5% | +10.2% | -34.7% | -31.9% |
| 3Y | +37.0% | +29.4% | +7.7% | +5.2% |
| 5Y | +63.3% | +63.7% | -0.4% | +6.3% |
| All | +70.0% | +127.8% | -57.7% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling