-99.2%
NVD vs PTC
-8.0%
-91.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.5% | +9.4% | +0.3% |
| 7D | -7.7% | -12.8% | +5.1% | -15.4% |
| 30D | -5.8% | -9.8% | +4.0% | -11.3% |
| 3M | -23.2% | -2.1% | -21.1% | -26.3% |
| 6M | -49.7% | -18.1% | -31.6% | -58.8% |
| YTD | -47.7% | -23.5% | -24.2% | -60.1% |
| 1Y | -61.3% | -37.4% | -24.0% | -75.9% |
| 3Y | -99.2% | -7.2% | -91.9% | -98.9% |
| All | -99.2% | -8.0% | -91.1% | -98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling