+176.6%
URI vs PTC
+59.6%
+117.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -7.0% |
| 7D | -12.9% | -0.1% | -12.8% | -12.9% |
| 30D | -3.4% | +0.8% | -4.2% | -3.7% |
| 3M | -10.0% | +39.6% | -49.6% | -23.1% |
| 6M | +12.2% | +41.5% | -29.3% | -6.6% |
| YTD | +29.8% | +11.7% | +18.0% | +22.9% |
| 1Y | +24.6% | +2.4% | +22.2% | +23.7% |
| 3Y | +137.6% | +31.9% | +105.7% | +96.0% |
| 5Y | +176.6% | +54.5% | +122.1% | +99.4% |
| All | +176.6% | +59.6% | +117.0% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling