-99.2%
NVD vs PTC
-0.4%
-98.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.7% | -5.2% |
| 7D | -11.1% | -10.3% | -0.8% | -17.2% |
| 30D | -13.3% | +1.1% | -14.4% | -12.1% |
| 3M | -19.8% | +1.6% | -21.4% | -21.6% |
| 6M | -48.8% | -13.5% | -35.3% | -56.5% |
| YTD | -49.7% | -19.1% | -30.6% | -60.1% |
| 1Y | -61.4% | -33.9% | -27.5% | -75.0% |
| 3Y | -99.1% | -3.9% | -95.2% | -98.8% |
| All | -99.2% | -0.4% | -98.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling