+52.2%
PNC vs PTC
+1.8%
+50.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +0.4% |
| 7D | +2.3% | -12.8% | +15.1% | +6.1% |
| 30D | -3.8% | -9.8% | +6.0% | -1.4% |
| 3M | +7.8% | -2.1% | +9.9% | +7.2% |
| 6M | +19.7% | -18.1% | +37.8% | +25.7% |
| YTD | +19.1% | -23.5% | +42.6% | +27.7% |
| 1Y | +23.1% | -37.4% | +60.5% | +41.3% |
| 3Y | +132.1% | -7.2% | +139.4% | +124.2% |
| 5Y | +52.2% | +2.7% | +49.6% | +42.1% |
| All | +52.2% | +1.8% | +50.4% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling