+132.4%
NOK vs PTC
-37.0%
+169.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +8.7% | -14.2% | +22.9% | +7.0% |
| 30D | +12.5% | -14.4% | +26.9% | +10.8% |
| 3M | -20.7% | -4.7% | -16.0% | -19.3% |
| 6M | +36.2% | -19.3% | +55.5% | +44.9% |
| YTD | +64.1% | -26.1% | +90.3% | +78.6% |
| 1Y | +132.4% | -37.1% | +169.4% | +167.4% |
| All | +132.4% | -37.0% | +169.3% | +167.4% |
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