+192.3%
NI vs PTC
+317.3%
-125.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | +11.2% | +0.9% | +10.3% | +11.1% |
| 3M | +9.2% | +30.4% | -21.2% | +5.1% |
| 6M | -1.8% | +34.4% | -36.3% | -6.2% |
| YTD | +12.0% | +12.6% | -0.6% | +9.5% |
| 1Y | +6.4% | +10.2% | -3.7% | +4.3% |
| 3Y | +99.4% | +29.4% | +70.0% | +88.1% |
| 5Y | +113.1% | +63.7% | +49.4% | +91.5% |
| 10Y | +192.3% | +316.9% | -124.6% | +121.0% |
| All | +192.3% | +317.3% | -125.0% | +121.0% |
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