+43.4%
ON vs PTC
+10.9%
+32.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -4.1% | +1.3% | -5.4% | -4.0% |
| 30D | -10.2% | +1.1% | -11.3% | -10.2% |
| 3M | -12.7% | +30.1% | -42.9% | -11.4% |
| 6M | -32.5% | +34.0% | -66.6% | -27.6% |
| YTD | +28.6% | +12.8% | +15.7% | +45.4% |
| 1Y | +43.4% | +10.7% | +32.7% | +64.3% |
| All | +43.4% | +10.9% | +32.5% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling