+140.2%
NI vs PTC
+200.2%
-59.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.6% | -14.2% | +13.7% | +1.4% |
| 30D | -1.4% | -14.4% | +13.0% | +0.5% |
| 3M | -10.6% | -4.7% | -5.9% | -10.4% |
| 6M | -9.9% | -19.3% | +9.4% | -7.8% |
| YTD | +1.2% | -26.1% | +27.3% | +4.7% |
| 1Y | +4.4% | -37.1% | +41.5% | +10.6% |
| 3Y | +68.6% | -10.4% | +79.0% | +66.9% |
| 5Y | +98.0% | +2.5% | +95.5% | +89.3% |
| All | +140.2% | +200.2% | -59.9% | +83.7% |
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 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