+561.8%
ON vs PTC
+204.7%
+357.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.5% | +1.1% | -0.9% |
| 7D | -2.2% | -12.8% | +10.6% | +6.6% |
| 30D | -12.4% | -9.8% | -2.6% | -7.3% |
| 3M | -41.2% | -2.1% | -39.1% | -43.1% |
| 6M | +25.0% | -18.1% | +43.1% | +34.9% |
| YTD | +31.3% | -23.5% | +54.8% | +47.4% |
| 1Y | +45.4% | -37.4% | +82.8% | +88.9% |
| 3Y | -27.4% | -7.2% | -20.2% | -31.6% |
| 5Y | +58.5% | +2.7% | +55.8% | +38.5% |
| 10Y | +561.8% | +203.4% | +358.4% | +171.4% |
| All | +561.8% | +204.7% | +357.1% | +171.4% |
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