-26.7%
NVTS vs PTC
+52.1%
-78.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | +9.6% | +1.3% | +8.3% | +8.8% |
| 30D | -13.0% | +1.1% | -14.1% | -13.4% |
| 3M | -28.8% | +30.1% | -58.9% | -43.7% |
| 6M | -48.5% | +34.0% | -82.5% | -62.1% |
| YTD | +31.4% | +12.8% | +18.5% | +12.4% |
| 1Y | -2.3% | +10.7% | -13.0% | -14.5% |
| 3Y | +49.8% | +29.6% | +20.2% | +6.2% |
| 5Y | -43.2% | +63.5% | -106.7% | -68.2% |
| All | -26.7% | +52.1% | -78.8% | -59.6% |
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