+40.7%
NVD vs PTC
+33.5%
+7.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +9.0% | +9.0% |
| 7D | +17.0% | +0.8% | +16.2% | +17.0% |
| 30D | +77.3% | +1.2% | +76.1% | +77.3% |
| 3M | +61.6% | +32.6% | +29.0% | +61.6% |
| 6M | +40.7% | +36.1% | +4.6% | +23.6% |
| All | +40.7% | +33.5% | +7.2% | +23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling