-3.2%
NU vs PTC
-37.0%
+33.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.1% |
| 7D | -4.2% | -14.2% | +10.0% | -3.1% |
| 30D | +10.0% | -14.4% | +24.5% | +11.2% |
| 3M | +29.3% | -4.7% | +34.0% | +28.3% |
| 6M | +0.9% | -19.3% | +20.3% | +4.7% |
| YTD | -10.3% | -26.1% | +15.8% | -2.4% |
| 1Y | -3.2% | -37.1% | +33.9% | +16.0% |
| All | -3.2% | -37.0% | +33.8% | +16.0% |
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