-51.3%
NVO vs PTC
-10.6%
-40.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.5% |
| 7D | -4.7% | -13.6% | +8.8% | -1.0% |
| 30D | -5.4% | -14.7% | +9.2% | -1.6% |
| 3M | +7.0% | -5.9% | +12.9% | +7.7% |
| 6M | +17.6% | -21.1% | +38.7% | +24.9% |
| YTD | -8.0% | -26.0% | +18.0% | -0.6% |
| 1Y | -13.8% | -36.8% | +23.0% | -3.0% |
| All | -51.3% | -10.6% | -40.7% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling