+113.8%
PTC vs NTR
+97.9%
+15.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -7.3% | -1.3% | -6.0% | -7.0% |
| 30D | -11.6% | +16.8% | -28.4% | -15.2% |
| 3M | +10.5% | +20.7% | -10.3% | +4.7% |
| 6M | -17.8% | +0.5% | -18.4% | -18.8% |
| YTD | -24.9% | +29.2% | -54.1% | -31.5% |
| 1Y | -36.8% | +39.6% | -76.4% | -44.0% |
| 3Y | -8.7% | +37.9% | -46.6% | -20.2% |
| 5Y | +4.1% | +47.1% | -43.0% | -21.3% |
| All | +113.8% | +97.9% | +15.9% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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