+5.7%
NI vs PTC
-39.6%
+45.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | -0.7% |
| 7D | +1.3% | -13.6% | +14.8% | +0.8% |
| 30D | -0.3% | -14.7% | +14.4% | -0.8% |
| 3M | -9.5% | -5.9% | -3.6% | -9.5% |
| 6M | -10.2% | -21.1% | +10.9% | -9.8% |
| YTD | +1.8% | -26.0% | +27.8% | +2.6% |
| 1Y | +5.7% | -36.8% | +42.5% | +11.8% |
| All | +5.7% | -39.6% | +45.3% | +11.8% |
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