+182.4%
NXT vs PTC
+32.2%
+150.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.3% |
| 7D | +32.2% | -0.2% | +32.5% | +32.3% |
| 30D | +21.9% | +0.8% | +21.2% | +21.9% |
| 3M | +6.6% | +32.1% | -25.5% | +4.0% |
| 6M | -16.8% | +42.6% | -59.4% | -19.8% |
| YTD | +20.4% | +12.0% | +8.5% | +25.0% |
| 1Y | -1.5% | +12.2% | -13.7% | +2.4% |
| 3Y | +182.4% | +31.2% | +151.2% | +95.9% |
| All | +182.4% | +32.2% | +150.2% | +95.9% |
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