+104.6%
UL vs PTC
+315.4%
-210.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | +2.6% | +1.3% | +1.3% | +2.4% |
| 30D | +6.8% | +1.1% | +5.7% | +6.6% |
| 3M | +5.7% | +30.1% | -24.4% | +1.9% |
| 6M | +15.9% | +34.0% | -18.1% | +10.9% |
| YTD | +4.3% | +12.8% | -8.6% | +1.8% |
| 1Y | -0.4% | +10.7% | -11.2% | -2.6% |
| 3Y | +35.0% | +29.6% | +5.3% | +27.1% |
| 5Y | +31.6% | +63.5% | -31.9% | +17.9% |
| 10Y | +104.6% | +316.7% | -212.0% | +50.9% |
| All | +104.6% | +315.4% | -210.7% | +50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling