+75.4%
USAR vs PTC
-8.1%
+83.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.2% |
| 7D | +2.3% | -12.8% | +15.1% | +2.0% |
| 30D | -8.6% | -9.8% | +1.1% | -8.8% |
| 3M | -20.5% | -2.1% | -18.4% | -19.7% |
| 6M | +1.2% | -18.1% | +19.3% | +3.4% |
| YTD | +48.4% | -23.5% | +71.9% | +52.5% |
| 1Y | +30.6% | -37.4% | +68.0% | +33.9% |
| 3Y | +73.6% | -7.2% | +80.9% | +82.8% |
| All | +75.4% | -8.1% | +83.5% | +84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling