+535.7%
ON vs PTC
+315.4%
+220.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -4.1% | +1.3% | -5.4% | -4.8% |
| 30D | -10.2% | +1.1% | -11.3% | -10.7% |
| 3M | -12.7% | +30.1% | -42.9% | -29.4% |
| 6M | -32.5% | +34.0% | -66.6% | -48.6% |
| YTD | +28.6% | +12.8% | +15.7% | +8.6% |
| 1Y | +43.4% | +10.7% | +32.7% | +22.7% |
| 3Y | +3.3% | +29.6% | -26.3% | -23.5% |
| 5Y | +22.5% | +63.5% | -41.0% | -23.3% |
| 10Y | +535.7% | +316.7% | +219.0% | +86.0% |
| All | +535.7% | +315.4% | +220.3% | +86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling