+1.2%
PTC vs NVMI
+274.3%
-273.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -13.6% | +6.9% | -20.5% | -14.6% |
| 30D | -14.7% | -2.8% | -11.8% | -14.5% |
| 3M | -5.9% | -27.3% | +21.4% | -2.5% |
| 6M | -21.1% | -13.7% | -7.5% | -22.9% |
| YTD | -26.0% | +13.8% | -39.9% | -33.5% |
| 1Y | -36.8% | +34.9% | -71.7% | -46.1% |
| 3Y | -10.3% | +213.5% | -223.8% | -48.0% |
| 5Y | +1.2% | +272.5% | -271.3% | -45.5% |
| All | +1.2% | +274.3% | -273.2% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling