+45.4%
ON vs PTC
-38.1%
+83.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.5% | +1.1% | -5.0% |
| 7D | -2.2% | -12.8% | +10.6% | -3.6% |
| 30D | -12.4% | -9.8% | -2.6% | -13.2% |
| 3M | -41.2% | -2.1% | -39.1% | -39.5% |
| 6M | +25.0% | -18.1% | +43.1% | +36.2% |
| YTD | +31.3% | -23.5% | +54.8% | +49.8% |
| 1Y | +45.4% | -37.4% | +82.8% | +104.9% |
| All | +45.4% | -38.1% | +83.5% | +104.9% |
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 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