+402.8%
NVT vs PTC
+0.6%
+402.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +2.0% | -14.2% | +16.3% | +7.4% |
| 30D | -7.2% | -14.4% | +7.3% | -2.5% |
| 3M | -0.9% | -4.7% | +3.8% | -1.4% |
| 6M | +42.6% | -19.3% | +61.9% | +52.0% |
| YTD | +52.9% | -26.1% | +79.0% | +69.1% |
| 1Y | +64.5% | -37.1% | +101.5% | +97.7% |
| 3Y | +178.0% | -10.4% | +188.4% | +172.4% |
| 5Y | +402.8% | +2.5% | +400.3% | +361.5% |
| All | +402.8% | +0.6% | +402.1% | +361.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling