+311.9%
PTC vs NVMI
+2,494.8%
-2,182.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.6% |
| 7D | +0.5% | +1.5% | -1.0% | 0.0% |
| 30D | +1.2% | -4.1% | +5.3% | +1.7% |
| 3M | +27.4% | -22.8% | +50.1% | +34.1% |
| 6M | +39.2% | -36.9% | +76.1% | +48.8% |
| YTD | +12.5% | -3.2% | +15.7% | +1.9% |
| 1Y | +12.3% | +7.1% | +5.2% | -2.2% |
| 3Y | +28.8% | +181.5% | -152.7% | -30.6% |
| 5Y | +60.9% | +141.2% | -80.3% | -11.6% |
| All | +311.9% | +2,494.8% | -2,182.9% | +10.2% |
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