+31.1%
UL vs PTC
+55.9%
-24.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.5% |
| 7D | +1.1% | -0.2% | +1.4% | +1.2% |
| 30D | +8.2% | +0.8% | +7.5% | +8.2% |
| 3M | +4.5% | +32.1% | -27.6% | +1.5% |
| 6M | +12.6% | +42.6% | -30.1% | +8.0% |
| YTD | +3.5% | +12.0% | -8.4% | +2.0% |
| 1Y | -0.4% | +12.2% | -12.6% | -2.0% |
| 3Y | +36.0% | +31.2% | +4.8% | +27.2% |
| All | +31.1% | +55.9% | -24.9% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling