+243.6%
UMC vs PTC
+377.5%
-134.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.0% | +10.6% | +6.7% |
| 7D | +5.0% | -10.3% | +15.2% | +8.8% |
| 30D | +7.7% | +1.1% | +6.5% | +6.6% |
| 3M | +1.7% | +1.6% | +0.1% | -1.4% |
| 6M | +113.9% | -13.5% | +127.4% | +118.8% |
| YTD | +168.9% | -19.1% | +188.0% | +180.4% |
| 1Y | +207.2% | -33.9% | +241.1% | +244.3% |
| 3Y | +227.7% | -3.9% | +231.6% | +214.7% |
| 5Y | +118.0% | +6.0% | +112.0% | +100.9% |
| 10Y | +1,682.1% | +223.7% | +1,458.4% | +923.0% |
| All | +243.6% | +377.5% | -134.0% | +5.4% |
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