+36.0%
UL vs PTC
+32.2%
+3.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.5% |
| 7D | +1.1% | -0.2% | +1.4% | +1.1% |
| 30D | +8.2% | +0.8% | +7.5% | +8.2% |
| 3M | +4.5% | +32.1% | -27.6% | +3.7% |
| 6M | +12.6% | +42.6% | -30.1% | +11.4% |
| YTD | +3.5% | +12.0% | -8.4% | +2.6% |
| 1Y | -0.4% | +12.2% | -12.6% | -1.3% |
| 3Y | +36.0% | +31.2% | +4.8% | +34.0% |
| All | +36.0% | +32.2% | +3.8% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling