+5,792.1%
PTC vs NTRS
+7,612.4%
-1,820.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | -13.6% | +0.9% | -14.4% | -13.9% |
| 30D | -14.7% | -1.2% | -13.4% | -14.3% |
| 3M | -5.9% | +8.8% | -14.7% | -10.1% |
| 6M | -21.1% | +34.7% | -55.8% | -32.5% |
| YTD | -26.0% | +37.2% | -63.3% | -37.5% |
| 1Y | -36.8% | +46.3% | -83.2% | -48.4% |
| 3Y | -10.3% | +163.2% | -173.5% | -46.4% |
| 5Y | +1.2% | +86.9% | -85.8% | -31.0% |
| 10Y | +198.3% | +250.9% | -52.6% | +36.9% |
| All | +5,792.1% | +7,612.4% | -1,820.3% | +337.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling