+16,077.5%
NOC vs PTC
+8,817.5%
+7,260.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | +10.9% | +0.8% | +10.1% | +10.8% |
| 3M | -7.1% | +32.1% | -39.2% | -9.7% |
| 6M | -5.3% | +42.6% | -48.0% | -8.9% |
| YTD | -6.8% | +12.0% | -18.8% | -8.5% |
| 1Y | -6.7% | +12.2% | -18.9% | -8.5% |
| 3Y | +17.2% | +31.2% | -14.0% | +12.7% |
| 5Y | +56.3% | +54.9% | +1.4% | +47.0% |
| 10Y | +173.7% | +343.1% | -169.4% | +130.8% |
| All | +16,077.5% | +8,817.5% | +7,260.0% | +9,939.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling