-9.0%
UL vs PTC
-39.6%
+30.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.6% |
| 7D | -3.2% | -13.6% | +10.4% | -3.0% |
| 30D | -0.6% | -14.7% | +14.1% | -0.4% |
| 3M | +9.4% | -5.9% | +15.3% | +9.0% |
| 6M | -4.1% | -21.1% | +17.0% | -5.4% |
| YTD | -2.0% | -26.0% | +24.0% | -3.8% |
| 1Y | -9.0% | -36.8% | +27.9% | -12.0% |
| All | -9.0% | -39.6% | +30.7% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling