-33.9%
PTC vs NWSA
+5.5%
-39.4%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.2% | -5.0% |
| 7D | -10.3% | -1.9% | -8.4% | -9.3% |
| 30D | +1.1% | +4.6% | -3.4% | -1.2% |
| 3M | +1.6% | +13.2% | -11.6% | -5.0% |
| 6M | -13.5% | +27.0% | -40.5% | -22.7% |
| YTD | -19.1% | +16.8% | -35.9% | -25.5% |
| 1Y | -33.9% | +4.5% | -38.4% | -38.0% |
| All | -33.9% | +5.5% | -39.4% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling