+1,842.6%
UMC vs PTC
+205.0%
+1,637.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.9% |
| 7D | +9.0% | -7.3% | +16.3% | +11.4% |
| 30D | +17.2% | -11.6% | +28.9% | +21.1% |
| 3M | +11.4% | +10.5% | +0.9% | +5.7% |
| 6M | +137.5% | -17.8% | +155.3% | +147.7% |
| YTD | +193.1% | -24.9% | +218.0% | +214.7% |
| 1Y | +240.3% | -36.8% | +277.1% | +290.1% |
| 3Y | +262.2% | -8.7% | +270.9% | +251.8% |
| 5Y | +143.1% | +4.1% | +139.0% | +121.9% |
| All | +1,842.6% | +205.0% | +1,637.6% | +1,253.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling