+166.0%
UMC vs PTC
+564.2%
-398.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.1% | +7.0% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | -28.7% | +0.9% | -29.6% | -28.9% |
| 3M | -15.1% | +30.4% | -45.5% | -25.5% |
| 6M | +5.0% | +34.4% | -29.5% | -10.9% |
| YTD | +108.2% | +12.6% | +95.6% | +87.1% |
| 1Y | +121.7% | +10.2% | +111.5% | +100.6% |
| 3Y | +139.8% | +29.4% | +110.4% | +101.1% |
| 5Y | +85.1% | +63.7% | +21.4% | +42.1% |
| 10Y | +1,341.4% | +316.9% | +1,024.5% | +634.5% |
| All | +166.0% | +564.2% | -398.2% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling