+41.2%
USB vs PTC
+6.0%
+35.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.8% | +1.4% |
| 7D | +1.4% | -10.3% | +11.7% | +4.5% |
| 30D | -1.3% | +1.1% | -2.4% | -2.1% |
| 3M | +15.2% | +1.6% | +13.6% | +13.5% |
| 6M | +18.8% | -13.5% | +32.3% | +23.0% |
| YTD | +21.0% | -19.1% | +40.1% | +27.9% |
| 1Y | +34.0% | -33.9% | +67.9% | +51.7% |
| 3Y | +95.3% | -3.9% | +99.2% | +89.1% |
| All | +41.2% | +6.0% | +35.1% | +33.5% |
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 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