+263.0%
UMC vs PTC
-10.6%
+273.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.3% | +7.3% | +4.3% |
| 7D | +13.6% | -13.6% | +27.2% | +15.2% |
| 30D | +20.8% | -14.7% | +35.4% | +22.6% |
| 3M | +16.1% | -5.9% | +22.0% | +17.0% |
| 6M | +137.3% | -21.1% | +158.4% | +151.9% |
| YTD | +193.8% | -26.0% | +219.8% | +217.8% |
| 1Y | +236.1% | -36.8% | +272.9% | +285.1% |
| All | +263.0% | -10.6% | +273.6% | +234.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling