+45.4%
NU vs PTC
+7.1%
+38.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -4.2% | -14.2% | +10.0% | +4.1% |
| 30D | +10.0% | -14.4% | +24.5% | +19.1% |
| 3M | +29.3% | -4.7% | +34.0% | +28.7% |
| 6M | +0.9% | -19.3% | +20.3% | +11.3% |
| YTD | -10.3% | -26.1% | +15.8% | +4.2% |
| 1Y | -3.2% | -37.1% | +33.9% | +25.6% |
| 3Y | +120.6% | -10.4% | +130.9% | +100.8% |
| All | +45.4% | +7.1% | +38.3% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling