+467.9%
PTC vs NWSA
+127.4%
+340.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.2% | -5.3% |
| 7D | -10.3% | -1.9% | -8.4% | -9.5% |
| 30D | +1.1% | +4.6% | -3.4% | -0.8% |
| 3M | +1.6% | +13.2% | -11.6% | -3.5% |
| 6M | -13.5% | +27.0% | -40.5% | -21.8% |
| YTD | -19.1% | +16.8% | -35.9% | -24.4% |
| 1Y | -33.9% | +4.5% | -38.4% | -35.5% |
| 3Y | -3.9% | +46.2% | -50.1% | -18.9% |
| 5Y | +6.0% | +40.9% | -34.9% | -11.2% |
| 10Y | +223.7% | +145.1% | +78.6% | +104.6% |
| All | +467.9% | +127.4% | +340.5% | +267.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling