+5.5%
URI vs PTC
-33.3%
+38.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +1.7% |
| 7D | -2.0% | -10.3% | +8.3% | -1.9% |
| 30D | -12.9% | +1.1% | -14.1% | -13.1% |
| 3M | -6.7% | +1.6% | -8.3% | -5.9% |
| 6M | +19.0% | -13.5% | +32.5% | +28.5% |
| YTD | +25.5% | -19.1% | +44.6% | +38.8% |
| 1Y | +5.5% | -33.9% | +39.4% | +29.7% |
| All | +5.5% | -33.3% | +38.8% | +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 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