+2,757.2%
UL vs PTC
+8,854.1%
-6,096.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +0.3% | +0.8% | -0.5% | +0.2% |
| 30D | +7.0% | +0.7% | +6.3% | +6.9% |
| 3M | +5.8% | +32.6% | -26.8% | +3.1% |
| 6M | +16.1% | +33.6% | -17.4% | +12.9% |
| YTD | +4.5% | +12.4% | -7.9% | +2.7% |
| 1Y | -1.3% | +11.2% | -12.5% | -2.9% |
| 3Y | +35.0% | +31.7% | +3.3% | +30.2% |
| 5Y | +31.9% | +60.1% | -28.1% | +24.7% |
| 10Y | +99.3% | +317.2% | -217.9% | +72.1% |
| All | +2,757.2% | +8,854.1% | -6,096.8% | +1,509.3% |
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