-98.6%
NVD vs PTC
+38.6%
-137.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +9.0% | +9.1% |
| 7D | +17.0% | +0.8% | +16.2% | +17.4% |
| 30D | +77.3% | +1.2% | +76.1% | +78.3% |
| 3M | +61.6% | +32.6% | +29.0% | +88.6% |
| 6M | +40.7% | +36.1% | +4.6% | +59.7% |
| YTD | -10.5% | +12.7% | -23.1% | -15.2% |
| 1Y | -6.1% | +10.2% | -16.3% | -12.9% |
| 3Y | -98.4% | +29.4% | -127.9% | -97.6% |
| All | -98.6% | +38.6% | -137.2% | -97.7% |
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