+103.1%
NI vs PTC
+29.1%
+74.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.5% |
| 7D | +4.3% | +0.5% | +3.8% | +4.3% |
| 30D | +12.4% | +1.2% | +11.1% | +12.3% |
| 3M | +10.2% | +27.4% | -17.2% | +9.3% |
| 6M | -0.8% | +39.2% | -40.0% | -2.0% |
| YTD | +13.2% | +12.5% | +0.7% | +13.9% |
| 1Y | +10.1% | +12.3% | -2.2% | +10.7% |
| 3Y | +103.1% | +28.8% | +74.3% | +92.3% |
| All | +103.1% | +29.1% | +74.0% | +92.3% |
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