+2.7%
PTC vs NWSA
+40.6%
-38.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -4.5% |
| 7D | -12.8% | -2.6% | -10.1% | -11.5% |
| 30D | -9.8% | +4.6% | -14.3% | -11.8% |
| 3M | -2.1% | +10.2% | -12.3% | -6.7% |
| 6M | -18.1% | +21.6% | -39.7% | -25.8% |
| YTD | -23.5% | +14.6% | -38.1% | -28.8% |
| 1Y | -37.4% | +0.4% | -37.7% | -37.9% |
| 3Y | -7.2% | +45.0% | -52.2% | -24.0% |
| 5Y | +2.7% | +41.3% | -38.6% | -17.5% |
| All | +2.7% | +40.6% | -38.0% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling