+176.5%
NXT vs PTC
+29.1%
+147.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.5% |
| 7D | -9.4% | +0.5% | -9.9% | -9.4% |
| 30D | +15.1% | +1.2% | +13.9% | +15.0% |
| 3M | -9.1% | +27.4% | -36.5% | -10.9% |
| 6M | -30.3% | +39.2% | -69.5% | -32.1% |
| YTD | +9.1% | +12.5% | -3.4% | +13.2% |
| 1Y | +7.9% | +12.3% | -4.4% | +12.2% |
| 3Y | +176.5% | +28.8% | +147.7% | +112.5% |
| All | +176.5% | +29.1% | +147.4% | +112.5% |
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 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