+2,653.9%
UL vs PTC
+6,346.6%
-3,692.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +6.0% | +0.4% |
| 7D | -1.3% | -10.3% | +8.9% | -0.5% |
| 30D | +0.5% | +1.1% | -0.7% | +0.3% |
| 3M | +17.6% | +1.6% | +16.0% | +17.2% |
| 6M | -5.4% | -13.5% | +8.1% | -4.6% |
| YTD | +0.7% | -19.1% | +19.8% | +1.9% |
| 1Y | -9.3% | -33.9% | +24.6% | -6.8% |
| 3Y | +24.5% | -3.9% | +28.4% | +23.5% |
| 5Y | +23.2% | +6.0% | +17.2% | +20.6% |
| 10Y | +64.5% | +223.7% | -159.3% | +45.4% |
| All | +2,653.9% | +6,346.6% | -3,692.8% | +1,496.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling