+40.6%
NVDL vs PTC
-33.3%
+73.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.7% | +2.1% |
| 7D | +11.7% | -10.3% | +21.9% | +12.7% |
| 30D | +7.8% | +1.1% | +6.7% | +8.1% |
| 3M | +3.3% | +1.6% | +1.7% | +7.3% |
| 6M | +38.9% | -13.5% | +52.4% | +53.9% |
| YTD | +28.5% | -19.1% | +47.5% | +50.5% |
| 1Y | +40.6% | -33.9% | +74.5% | +87.6% |
| All | +40.6% | -33.3% | +73.9% | +87.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling