+19.0%
NOK vs PTC
+10.7%
+8.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.6% |
| 7D | +5.4% | +0.5% | +4.9% | +5.4% |
| 30D | -14.1% | +1.2% | -15.4% | -14.0% |
| 3M | -23.6% | +27.4% | -50.9% | -19.2% |
| 6M | -45.1% | +39.2% | -84.3% | -39.1% |
| YTD | +24.7% | +12.5% | +12.2% | +49.7% |
| 1Y | +19.0% | +12.3% | +6.8% | +42.9% |
| All | +19.0% | +10.7% | +8.3% | +42.9% |
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