+717.0%
NVT vs PTC
+64.8%
+652.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.0% | +8.6% | +5.1% |
| 7D | +5.1% | -10.3% | +15.3% | +9.8% |
| 30D | -3.7% | +1.1% | -4.8% | -4.9% |
| 3M | -10.1% | +1.6% | -11.8% | -12.8% |
| 6M | +37.5% | -13.5% | +50.9% | +42.3% |
| YTD | +53.7% | -19.1% | +72.8% | +63.1% |
| 1Y | +70.9% | -33.9% | +104.7% | +100.1% |
| 3Y | +180.4% | -3.9% | +184.3% | +169.5% |
| 5Y | +393.5% | +6.0% | +387.4% | +341.8% |
| All | +717.0% | +64.8% | +652.2% | +357.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling