+151.8%
NOK vs PTC
+31.6%
+120.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.9% |
| 7D | -2.7% | +1.3% | -4.0% | -2.7% |
| 30D | -20.4% | +1.1% | -21.4% | -20.4% |
| 3M | -9.6% | +30.1% | -39.8% | -9.1% |
| 6M | -35.6% | +34.0% | -69.7% | -34.7% |
| YTD | +27.5% | +12.8% | +14.7% | +34.4% |
| 1Y | +18.4% | +10.7% | +7.6% | +25.3% |
| 3Y | +151.8% | +29.6% | +122.2% | +117.1% |
| All | +151.8% | +31.6% | +120.2% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling