+195.4%
PTC vs NVMI
+3,108.0%
-2,912.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.4% |
| 7D | -14.2% | +3.8% | -18.0% | -15.2% |
| 30D | -14.4% | -7.6% | -6.9% | -13.0% |
| 3M | -4.7% | -28.0% | +23.3% | +0.8% |
| 6M | -19.3% | -15.3% | -4.0% | -20.7% |
| YTD | -26.1% | +11.5% | -37.6% | -34.7% |
| 1Y | -37.1% | +31.6% | -68.7% | -47.9% |
| 3Y | -10.4% | +207.0% | -217.4% | -51.8% |
| 5Y | +2.5% | +262.8% | -260.4% | -51.0% |
| All | +195.4% | +3,108.0% | -2,912.5% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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