+91.7%
USB vs PTC
+334.9%
-243.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | +5.8% | +0.8% | +5.1% | +5.6% |
| 3M | -6.0% | +32.1% | -38.1% | -14.4% |
| 6M | +7.8% | +42.6% | -34.9% | -5.2% |
| YTD | +14.6% | +12.0% | +2.6% | +8.4% |
| 1Y | +31.8% | +12.2% | +19.6% | +24.5% |
| 3Y | +91.5% | +31.2% | +60.3% | +69.3% |
| 5Y | +22.0% | +54.9% | -32.8% | +0.8% |
| All | +91.7% | +334.9% | -243.2% | +12.5% |
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