-6.3%
NVTS vs PTC
+3.1%
-9.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +6.0% |
| 7D | +9.7% | -12.8% | +22.5% | +21.2% |
| 30D | -13.6% | -9.8% | -3.8% | -8.1% |
| 3M | -51.0% | -2.1% | -48.9% | -53.7% |
| 6M | +46.3% | -18.1% | +64.4% | +62.4% |
| YTD | +68.1% | -23.5% | +91.6% | +97.5% |
| 1Y | +113.9% | -37.4% | +151.3% | +216.0% |
| 3Y | +45.3% | -7.2% | +52.5% | +33.1% |
| All | -6.3% | +3.1% | -9.4% | -28.9% |
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 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