-16.7%
NVO vs PTC
-36.4%
+19.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.6% |
| 7D | -7.6% | -7.3% | -0.3% | -5.5% |
| 30D | -6.0% | -11.6% | +5.7% | -2.8% |
| 3M | -0.8% | +10.5% | -11.2% | -4.8% |
| 6M | +16.5% | -17.8% | +34.3% | +27.4% |
| YTD | -11.1% | -24.9% | +13.8% | +2.5% |
| 1Y | -16.7% | -36.8% | +20.1% | +11.7% |
| All | -16.7% | -36.4% | +19.7% | +11.7% |
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 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