+130.6%
PTC vs NTR
+100.5%
+30.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.5% | -5.6% |
| 7D | -10.3% | +8.1% | -18.4% | -12.1% |
| 30D | +1.1% | +18.8% | -17.6% | -3.4% |
| 3M | +1.6% | +16.2% | -14.6% | -2.7% |
| 6M | -13.5% | +9.8% | -23.2% | -16.7% |
| YTD | -19.1% | +30.9% | -49.9% | -26.4% |
| 1Y | -33.9% | +41.8% | -75.6% | -41.6% |
| 3Y | -3.9% | +35.8% | -39.7% | -15.4% |
| 5Y | +6.0% | +51.0% | -45.0% | -20.7% |
| All | +130.6% | +100.5% | +30.1% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling