+270.8%
PNC vs PTC
+200.2%
+70.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -0.9% | -14.2% | +13.3% | +3.8% |
| 30D | -4.4% | -14.4% | +10.0% | -0.1% |
| 3M | +5.3% | -4.7% | +10.0% | +5.4% |
| 6M | +19.6% | -19.3% | +38.9% | +25.9% |
| YTD | +19.1% | -26.1% | +45.3% | +28.8% |
| 1Y | +24.3% | -37.1% | +61.4% | +41.6% |
| 3Y | +132.2% | -10.4% | +142.6% | +129.6% |
| 5Y | +52.3% | +2.5% | +49.8% | +41.0% |
| All | +270.8% | +200.2% | +70.6% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling