+3,816.0%
PNC vs PTC
+8,871.4%
-5,055.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.9% | +0.8% | +1.0% | +1.7% |
| 30D | +6.2% | +1.2% | +5.0% | +6.0% |
| 3M | -8.7% | +32.6% | -41.3% | -14.4% |
| 6M | +9.2% | +36.1% | -26.9% | +1.3% |
| YTD | +14.3% | +12.7% | +1.7% | +9.4% |
| 1Y | +27.7% | +10.2% | +17.5% | +22.7% |
| 3Y | +113.5% | +29.4% | +84.0% | +97.7% |
| 5Y | +36.7% | +61.1% | -24.4% | +20.7% |
| 10Y | +203.4% | +317.1% | -113.7% | +120.6% |
| All | +3,816.0% | +8,871.4% | -5,055.5% | +1,021.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling