+183.7%
NOK vs PTC
-8.0%
+191.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.5% | +11.7% | +6.7% |
| 7D | +7.3% | -12.8% | +20.0% | +8.6% |
| 30D | +13.8% | -9.8% | +23.6% | +14.7% |
| 3M | -27.0% | -2.1% | -24.9% | -26.9% |
| 6M | +37.6% | -18.1% | +55.7% | +43.7% |
| YTD | +64.6% | -23.5% | +88.1% | +74.6% |
| 1Y | +132.0% | -37.4% | +169.4% | +158.3% |
| 3Y | +183.7% | -7.2% | +190.9% | +147.6% |
| All | +183.7% | -8.0% | +191.7% | +147.6% |
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 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