+48.0%
NVTS vs PTC
-7.5%
+55.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +4.6% |
| 7D | +9.7% | -12.8% | +22.5% | +17.3% |
| 30D | -13.6% | -9.8% | -3.8% | -9.9% |
| 3M | -51.0% | -2.1% | -48.9% | -52.3% |
| 6M | +46.3% | -18.1% | +64.4% | +64.5% |
| YTD | +68.1% | -23.5% | +91.6% | +100.2% |
| 1Y | +113.9% | -37.4% | +151.3% | +214.8% |
| All | +48.0% | -7.5% | +55.5% | +32.8% |
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