-9.4%
NVTS vs PTC
-0.2%
-9.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | -0.1% | -0.7% |
| 7D | +3.5% | -13.6% | +17.1% | +15.2% |
| 30D | -11.9% | -14.7% | +2.7% | -1.9% |
| 3M | -49.2% | -5.9% | -43.3% | -50.4% |
| 6M | +38.4% | -21.1% | +59.6% | +58.4% |
| YTD | +62.5% | -26.0% | +88.5% | +96.1% |
| 1Y | +101.4% | -36.8% | +138.2% | +193.1% |
| 3Y | +40.4% | -10.3% | +50.7% | +32.1% |
| All | -9.4% | -0.2% | -9.1% | -29.4% |
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