-16.0%
NOW vs PTC
+31.8%
-47.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.8% |
| 7D | -6.7% | -0.1% | -6.6% | -6.6% |
| 30D | -25.8% | +0.8% | -26.6% | -26.1% |
| 3M | -12.7% | +39.6% | -52.2% | -29.6% |
| 6M | +11.2% | +41.5% | -30.2% | -11.8% |
| YTD | -33.2% | +11.7% | -44.9% | -38.2% |
| 1Y | -41.8% | +2.4% | -44.3% | -43.6% |
| All | -16.0% | +31.8% | -47.8% | -36.8% |
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