+120.4%
UMC vs PTC
+10.7%
+109.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +11.2% | +0.5% | +10.7% | +11.3% |
| 30D | -28.0% | +1.2% | -29.3% | -27.8% |
| 3M | -20.5% | +27.4% | -47.9% | -13.1% |
| 6M | -1.6% | +39.2% | -40.8% | +16.4% |
| YTD | +99.4% | +12.5% | +86.9% | +136.4% |
| 1Y | +120.4% | +12.3% | +108.1% | +162.1% |
| All | +120.4% | +10.7% | +109.7% | +162.1% |
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