+6.7%
NI vs PTC
-33.3%
+40.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | -0.8% |
| 7D | +2.0% | -10.3% | +12.3% | +1.6% |
| 30D | -3.5% | +1.1% | -4.7% | -3.5% |
| 3M | -9.1% | +1.6% | -10.7% | -8.9% |
| 6M | -11.8% | -13.5% | +1.6% | -11.2% |
| YTD | +1.1% | -19.1% | +20.1% | +2.1% |
| 1Y | +6.7% | -33.9% | +40.6% | +11.5% |
| All | +6.7% | -33.3% | +40.0% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling