-40.7%
NOW vs PTC
+10.5%
-51.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -3.1% | +0.8% | -3.9% | -3.4% |
| 30D | -27.0% | +0.7% | -27.8% | -27.3% |
| 3M | -17.7% | +32.6% | -50.3% | -29.8% |
| 6M | +12.7% | +33.6% | -20.9% | -4.1% |
| YTD | -32.9% | +12.4% | -45.4% | -34.5% |
| All | -40.7% | +10.5% | -51.2% | -41.7% |
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