+379.9%
NEM vs PTC
+317.3%
+62.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.3% | +0.5% | -0.2% | +0.2% |
| 30D | +1.1% | +0.9% | +0.2% | +1.0% |
| 3M | +1.3% | +30.4% | -29.1% | -2.4% |
| 6M | -1.4% | +34.4% | -35.8% | -5.6% |
| YTD | +19.4% | +12.6% | +6.8% | +16.8% |
| 1Y | +32.9% | +10.2% | +22.8% | +30.5% |
| 3Y | +267.0% | +29.4% | +237.6% | +247.6% |
| 5Y | +131.0% | +63.7% | +67.3% | +109.7% |
| 10Y | +379.9% | +316.9% | +63.0% | +282.3% |
| All | +379.9% | +317.3% | +62.6% | +282.3% |
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