+229.1%
UMC vs PTC
-37.0%
+266.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +11.4% | -14.2% | +25.6% | +8.5% |
| 30D | +16.8% | -14.4% | +31.2% | +13.9% |
| 3M | +19.1% | -4.7% | +23.8% | +22.4% |
| 6M | +137.4% | -19.3% | +156.7% | +154.1% |
| YTD | +186.4% | -26.1% | +212.5% | +220.6% |
| 1Y | +229.1% | -37.1% | +266.1% | +325.9% |
| All | +229.1% | -37.0% | +266.0% | +325.9% |
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 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