+95.8%
NI vs PTC
-0.9%
+96.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | -0.2% |
| 7D | +1.3% | -13.6% | +14.8% | +2.7% |
| 30D | -0.3% | -14.7% | +14.4% | +1.2% |
| 3M | -9.5% | -5.9% | -3.6% | -9.2% |
| 6M | -10.2% | -21.1% | +10.9% | -8.0% |
| YTD | +1.8% | -26.0% | +27.8% | +5.1% |
| 1Y | +5.7% | -36.8% | +42.5% | +11.5% |
| 3Y | +69.6% | -10.3% | +79.9% | +66.3% |
| 5Y | +95.8% | +1.2% | +94.6% | +81.1% |
| All | +95.8% | -0.9% | +96.7% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling