+2,490.2%
NVDL vs PTC
+2.0%
+2,488.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.4% |
| 7D | -10.3% | -7.3% | -3.1% | -5.1% |
| 30D | -7.1% | -11.6% | +4.5% | +1.5% |
| 3M | +6.6% | +10.5% | -3.9% | -6.3% |
| 6M | +21.1% | -17.8% | +38.9% | +38.7% |
| YTD | +15.2% | -24.9% | +40.1% | +43.4% |
| 1Y | +18.8% | -36.8% | +55.6% | +80.3% |
| 3Y | +649.9% | -8.7% | +658.6% | +507.9% |
| All | +2,490.2% | +2.0% | +2,488.2% | +1,534.3% |
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