-38.7%
NOW vs PTC
+0.1%
-38.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -27.5% | +0.1% | -27.6% | -27.6% |
| 30D | -20.0% | +1.5% | -21.6% | -20.6% |
| 3M | -7.9% | +37.8% | -45.7% | -24.1% |
| 6M | +18.3% | +41.2% | -22.9% | -5.4% |
| YTD | -29.0% | +12.0% | -41.0% | -32.9% |
| 1Y | -38.7% | +1.6% | -40.3% | -40.2% |
| All | -38.7% | +0.1% | -38.8% | -40.2% |
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 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