+101.3%
USB vs PTC
+345.7%
-244.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +6.6% | +1.5% | +5.0% | +6.1% |
| 3M | -4.1% | +37.8% | -41.9% | -13.8% |
| 6M | +12.5% | +41.2% | -28.8% | -0.7% |
| YTD | +17.6% | +12.0% | +5.6% | +11.2% |
| 1Y | +36.5% | +1.6% | +34.9% | +32.9% |
| 3Y | +95.4% | +32.3% | +63.1% | +72.2% |
| 5Y | +26.1% | +61.4% | -35.3% | +2.9% |
| 10Y | +101.3% | +343.4% | -242.1% | +16.4% |
| All | +101.3% | +345.7% | -244.5% | +16.4% |
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 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