+7,949.9%
NVDA vs PTC
+317.3%
+7,632.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | -13.2% | +0.5% | -13.7% | -13.4% |
| 30D | -23.2% | +0.9% | -24.1% | -23.6% |
| 3M | -20.0% | +30.4% | -50.4% | -34.6% |
| 6M | -20.6% | +34.4% | -55.1% | -38.1% |
| YTD | -6.6% | +12.6% | -19.2% | -19.3% |
| 1Y | -9.8% | +10.2% | -20.0% | -21.0% |
| 3Y | +260.5% | +29.4% | +231.1% | +169.8% |
| 5Y | +474.2% | +63.7% | +410.4% | +271.5% |
| 10Y | +7,949.9% | +316.9% | +7,633.1% | +2,657.6% |
| All | +7,949.9% | +317.3% | +7,632.6% | +2,657.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling