+16.9%
NU vs PTC
+63.5%
-46.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +4.0% | +1.3% | +2.8% | +3.4% |
| 30D | -25.1% | +1.1% | -26.1% | -25.5% |
| 3M | -12.8% | +30.1% | -43.0% | -25.8% |
| 6M | -12.5% | +34.0% | -46.5% | -28.0% |
| YTD | -27.8% | +12.8% | -40.7% | -34.3% |
| 1Y | -24.6% | +10.7% | -35.3% | -30.4% |
| 3Y | +41.8% | +29.6% | +12.1% | +6.9% |
| All | +16.9% | +63.5% | -46.6% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling