-30.2%
NVD vs PTC
+0.1%
-30.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.5% |
| 7D | +15.0% | +0.1% | +14.9% | +15.0% |
| 30D | +39.3% | +1.5% | +37.8% | +39.5% |
| 3M | +3.1% | +37.8% | -34.6% | +6.1% |
| 6M | -19.0% | +41.2% | -60.2% | -19.8% |
| YTD | -35.5% | +12.0% | -47.6% | -43.0% |
| 1Y | -30.2% | +1.6% | -31.8% | -42.4% |
| All | -30.2% | +0.1% | -30.3% | -42.4% |
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