+404.7%
PTC vs NVMI
+1,995.1%
-1,590.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.8% | -5.7% |
| 7D | -12.8% | +11.7% | -24.5% | -14.1% |
| 30D | -9.8% | -4.0% | -5.7% | -9.5% |
| 3M | -2.1% | -25.8% | +23.7% | +0.4% |
| 6M | -18.1% | -8.3% | -9.8% | -19.2% |
| YTD | -23.5% | +14.8% | -38.3% | -27.2% |
| 1Y | -37.4% | +37.9% | -75.2% | -42.0% |
| 3Y | -7.2% | +216.3% | -223.5% | -25.5% |
| 5Y | +2.7% | +277.2% | -274.5% | -20.1% |
| 10Y | +203.4% | +3,074.3% | -2,870.9% | +85.2% |
| All | +404.7% | +1,995.1% | -1,590.4% | +175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling