+99.7%
NXT vs PTC
-2.9%
+102.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.2% | +2.1% |
| 7D | -1.1% | -10.3% | +9.2% | +0.5% |
| 30D | -15.3% | +1.1% | -16.5% | -15.5% |
| 3M | -43.8% | +1.6% | -45.4% | -43.8% |
| 6M | -18.7% | -13.5% | -5.2% | -14.7% |
| YTD | -3.0% | -19.1% | +16.1% | +4.0% |
| 1Y | +22.7% | -33.9% | +56.6% | +43.2% |
| All | +99.7% | -2.9% | +102.6% | +59.7% |
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