+67.7%
UL vs PTC
+196.2%
-128.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.2% |
| 7D | -3.2% | -13.6% | +10.4% | -1.5% |
| 30D | -0.6% | -14.7% | +14.1% | +1.3% |
| 3M | +9.4% | -5.9% | +15.3% | +9.9% |
| 6M | -4.1% | -21.1% | +17.0% | -1.7% |
| YTD | -2.0% | -26.0% | +24.0% | +1.2% |
| 1Y | -9.0% | -36.8% | +27.9% | -4.1% |
| 3Y | +21.8% | -10.3% | +32.1% | +20.2% |
| 5Y | +20.6% | +1.2% | +19.4% | +15.1% |
| 10Y | +67.7% | +198.3% | -130.6% | +23.0% |
| All | +67.7% | +196.2% | -128.4% | +23.0% |
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