+127.9%
NOK vs PTC
+312.5%
-184.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +5.4% | +0.5% | +4.9% | +5.3% |
| 30D | -14.1% | +1.2% | -15.4% | -14.3% |
| 3M | -23.6% | +27.4% | -50.9% | -27.1% |
| 6M | -45.1% | +39.2% | -84.3% | -48.8% |
| YTD | +24.7% | +12.5% | +12.2% | +21.3% |
| 1Y | +19.0% | +12.3% | +6.8% | +15.8% |
| 3Y | +147.0% | +28.8% | +118.2% | +129.4% |
| 5Y | +58.2% | +60.9% | -2.7% | +38.9% |
| All | +127.9% | +312.5% | -184.5% | +51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling