-59.5%
NVD vs PTC
-39.6%
-19.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +1.5% |
| 7D | +0.5% | -13.6% | +14.1% | -0.8% |
| 30D | -9.3% | -14.7% | +5.4% | -10.5% |
| 3M | -22.1% | -5.9% | -16.2% | -26.0% |
| 6M | -45.8% | -21.1% | -24.7% | -52.1% |
| YTD | -46.7% | -26.0% | -20.7% | -56.0% |
| 1Y | -59.5% | -36.8% | -22.6% | -72.0% |
| All | -59.5% | -39.6% | -19.8% | -72.0% |
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