+209.9%
ON vs PTC
+540.1%
-330.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +3.4% |
| 7D | +2.4% | -10.3% | +12.7% | +6.9% |
| 30D | -3.3% | +1.1% | -4.4% | -4.3% |
| 3M | -43.6% | +1.6% | -45.2% | -45.3% |
| 6M | +19.0% | -13.5% | +32.4% | +21.9% |
| YTD | +37.4% | -19.1% | +56.4% | +43.9% |
| 1Y | +54.8% | -33.9% | +88.6% | +76.5% |
| 3Y | -25.2% | -3.9% | -21.3% | -27.1% |
| 5Y | +62.7% | +6.0% | +56.7% | +54.3% |
| 10Y | +574.3% | +223.7% | +350.6% | +325.8% |
| All | +209.9% | +540.1% | -330.2% | +30.3% |
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 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