+128.1%
PNC vs NTR
+97.9%
+30.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -0.6% | -1.3% | +0.7% | -0.1% |
| 30D | -4.4% | +16.8% | -21.2% | -9.9% |
| 3M | +5.2% | +20.7% | -15.5% | -2.4% |
| 6M | +20.6% | +0.5% | +20.1% | +18.7% |
| YTD | +19.8% | +29.2% | -9.4% | +5.7% |
| 1Y | +24.4% | +39.6% | -15.2% | +5.8% |
| 3Y | +131.2% | +37.9% | +93.4% | +92.1% |
| 5Y | +53.1% | +47.1% | +6.0% | +6.9% |
| All | +128.1% | +97.9% | +30.1% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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