-98.5%
NVD vs PTC
+38.4%
-137.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.8% |
| 7D | +28.6% | +0.5% | +28.1% | +28.9% |
| 30D | +73.6% | +1.2% | +72.4% | +74.6% |
| 3M | +70.1% | +27.4% | +42.7% | +93.3% |
| 6M | +53.6% | +39.2% | +14.4% | +78.2% |
| YTD | -7.0% | +12.5% | -19.5% | -11.9% |
| 1Y | -9.0% | +12.3% | -21.3% | -13.9% |
| 3Y | -98.3% | +28.8% | -127.2% | -97.5% |
| All | -98.5% | +38.4% | -137.0% | -97.6% |
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