+267.3%
PNC vs PTC
+200.6%
+66.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.1% |
| 7D | -0.7% | -13.6% | +12.8% | +3.7% |
| 30D | -4.4% | -14.7% | +10.3% | 0.0% |
| 3M | +4.5% | -5.9% | +10.4% | +5.1% |
| 6M | +19.1% | -21.1% | +40.2% | +26.3% |
| YTD | +18.0% | -26.0% | +44.0% | +27.5% |
| 1Y | +24.1% | -36.8% | +60.9% | +41.1% |
| 3Y | +130.0% | -10.3% | +140.3% | +127.3% |
| 5Y | +50.4% | +1.2% | +49.2% | +39.8% |
| All | +267.3% | +200.6% | +66.7% | +122.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling