-99.2%
NVD vs PTC
-9.0%
-90.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | -0.2% |
| 7D | +0.5% | -13.6% | +14.1% | -8.2% |
| 30D | -9.3% | -14.7% | +5.4% | -17.5% |
| 3M | -22.1% | -5.9% | -16.2% | -27.2% |
| 6M | -45.8% | -21.1% | -24.7% | -56.6% |
| YTD | -46.7% | -26.0% | -20.7% | -60.1% |
| 1Y | -59.5% | -36.8% | -22.6% | -73.9% |
| 3Y | -99.2% | -10.3% | -88.9% | -98.9% |
| All | -99.2% | -9.0% | -90.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling