-10.2%
PTC vs NTRS
+165.3%
-175.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.6% |
| 7D | -14.2% | +0.3% | -14.6% | -14.3% |
| 30D | -14.4% | +0.2% | -14.6% | -14.6% |
| 3M | -4.7% | +13.2% | -17.9% | -9.1% |
| 6M | -19.3% | +36.9% | -56.2% | -29.0% |
| YTD | -26.1% | +39.1% | -65.2% | -35.5% |
| 1Y | -37.1% | +50.4% | -87.5% | -46.9% |
| All | -10.2% | +165.3% | -175.5% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling