-61.4%
NVD vs PTC
-33.3%
-28.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.7% | -1.8% |
| 7D | -11.1% | -10.3% | -0.8% | -11.8% |
| 30D | -13.3% | +1.1% | -14.4% | -13.4% |
| 3M | -19.8% | +1.6% | -21.4% | -23.5% |
| 6M | -48.8% | -13.5% | -35.3% | -53.8% |
| YTD | -49.7% | -19.1% | -30.6% | -57.2% |
| 1Y | -61.4% | -33.9% | -27.5% | -70.7% |
| All | -61.4% | -33.3% | -28.1% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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