+115.0%
UMC vs PTC
+0.1%
+115.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -1.9% |
| 7D | -14.7% | +0.1% | -14.8% | -14.6% |
| 30D | -32.9% | +1.5% | -34.4% | -32.6% |
| 3M | -22.2% | +37.8% | -59.9% | -14.2% |
| 6M | +25.9% | +41.2% | -15.3% | +45.3% |
| YTD | +107.9% | +12.0% | +95.9% | +154.5% |
| 1Y | +115.0% | +1.6% | +113.4% | +177.0% |
| All | +115.0% | +0.1% | +115.0% | +177.0% |
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