+163.8%
ON vs PTC
+785.4%
-621.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -11.7% | -0.2% | -11.4% | -11.6% |
| 30D | -23.3% | +0.8% | -24.0% | -23.5% |
| 3M | -19.2% | +32.1% | -51.3% | -29.9% |
| 6M | -40.1% | +42.6% | -82.8% | -51.1% |
| YTD | +16.9% | +12.0% | +4.9% | +4.7% |
| 1Y | +29.7% | +12.2% | +17.6% | +16.1% |
| 3Y | -4.4% | +31.2% | -35.6% | -19.7% |
| 5Y | +7.1% | +54.9% | -47.8% | -14.7% |
| 10Y | +447.2% | +343.1% | +104.1% | +196.9% |
| All | +163.8% | +785.4% | -621.6% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling