+118.0%
NOK vs PTC
-33.3%
+151.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.0% | +8.7% | +2.1% |
| 7D | -1.8% | -10.3% | +8.5% | -2.7% |
| 30D | +4.7% | +1.1% | +3.6% | +4.8% |
| 3M | -39.7% | +1.6% | -41.3% | -37.6% |
| 6M | +23.1% | -13.5% | +36.5% | +32.9% |
| YTD | +55.0% | -19.1% | +74.1% | +69.8% |
| 1Y | +118.0% | -33.9% | +151.9% | +151.6% |
| All | +118.0% | -33.3% | +151.3% | +151.6% |
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