-18.5%
PTC vs NTRS
+37.3%
-55.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -5.5% |
| 7D | -12.8% | +1.7% | -14.5% | -12.7% |
| 30D | -9.8% | +0.1% | -9.9% | -9.9% |
| 3M | -2.1% | +9.8% | -11.9% | -1.3% |
| All | -18.5% | +37.3% | -55.7% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling