+70.6%
NI vs PTC
-8.0%
+78.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +1.5% |
| 7D | +2.3% | -12.8% | +15.1% | +3.0% |
| 30D | -1.7% | -9.8% | +8.1% | -1.2% |
| 3M | -8.0% | -2.1% | -5.9% | -8.0% |
| 6M | -8.6% | -18.1% | +9.5% | -7.2% |
| YTD | +2.3% | -23.5% | +25.8% | +4.7% |
| 1Y | +6.9% | -37.4% | +44.3% | +11.9% |
| 3Y | +70.6% | -7.2% | +77.8% | +58.7% |
| All | +70.6% | -8.0% | +78.6% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling