+8,438.8%
USB vs PTC
+6,346.6%
+2,092.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.8% | +0.7% |
| 7D | +1.4% | -10.3% | +11.7% | +3.1% |
| 30D | -1.3% | +1.1% | -2.4% | -1.7% |
| 3M | +15.2% | +1.6% | +13.6% | +14.3% |
| 6M | +18.8% | -13.5% | +32.3% | +20.6% |
| YTD | +21.0% | -19.1% | +40.1% | +24.0% |
| 1Y | +34.0% | -33.9% | +67.9% | +41.6% |
| 3Y | +95.3% | -3.9% | +99.2% | +94.0% |
| 5Y | +40.4% | +6.0% | +34.3% | +36.1% |
| 10Y | +107.3% | +223.7% | -116.4% | +66.6% |
| All | +8,438.8% | +6,346.6% | +2,092.2% | +4,164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling