+1,280.6%
NOK vs PTC
+1,267.3%
+13.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | -2.7% | +1.3% | -4.0% | -3.0% |
| 30D | -20.4% | +1.1% | -21.4% | -20.6% |
| 3M | -9.6% | +30.1% | -39.8% | -17.4% |
| 6M | -35.6% | +34.0% | -69.7% | -42.3% |
| YTD | +27.5% | +12.8% | +14.7% | +18.9% |
| 1Y | +18.4% | +10.7% | +7.6% | +10.9% |
| 3Y | +151.8% | +29.6% | +122.2% | +122.7% |
| 5Y | +61.1% | +63.5% | -2.4% | +32.9% |
| 10Y | +123.7% | +316.7% | -193.0% | +32.2% |
| All | +1,280.6% | +1,267.3% | +13.3% | +333.2% |
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