+207.2%
UMC vs PTC
-33.3%
+240.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.0% | +10.6% | +3.6% |
| 7D | +5.0% | -10.3% | +15.2% | +3.2% |
| 30D | +7.7% | +1.1% | +6.5% | +7.9% |
| 3M | +1.7% | +1.6% | +0.1% | +6.8% |
| 6M | +113.9% | -13.5% | +127.4% | +133.6% |
| YTD | +168.9% | -19.1% | +188.0% | +204.4% |
| 1Y | +207.2% | -33.9% | +241.1% | +289.1% |
| All | +207.2% | -33.3% | +240.5% | +289.1% |
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