-14.5%
USAR vs PTC
+30.6%
-45.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.1% | +6.5% |
| 7D | -1.1% | +0.8% | -1.9% | -1.1% |
| 30D | -30.3% | +0.7% | -31.0% | -30.3% |
| 3M | -54.7% | +32.6% | -87.3% | -54.5% |
| 6M | -67.5% | +33.6% | -101.1% | -66.8% |
| YTD | -26.4% | +12.4% | -38.8% | -23.8% |
| 1Y | -49.5% | +11.2% | -60.8% | -47.7% |
| 3Y | -14.5% | +31.7% | -46.1% | -8.8% |
| All | -14.5% | +30.6% | -45.0% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling