+1,250.5%
NOK vs PTC
+1,263.5%
-13.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +5.4% | +0.5% | +4.9% | +5.2% |
| 30D | -14.1% | +1.2% | -15.4% | -14.4% |
| 3M | -23.6% | +27.4% | -50.9% | -29.7% |
| 6M | -45.1% | +39.2% | -84.3% | -51.3% |
| YTD | +24.7% | +12.5% | +12.2% | +16.4% |
| 1Y | +19.0% | +12.3% | +6.8% | +11.1% |
| 3Y | +147.0% | +28.8% | +118.2% | +118.8% |
| 5Y | +58.2% | +60.9% | -2.7% | +31.0% |
| 10Y | +122.3% | +316.6% | -194.3% | +31.3% |
| All | +1,250.5% | +1,263.5% | -13.0% | +324.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling