+4,025.0%
PNC vs PTC
+6,346.6%
-2,321.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +1.3% |
| 7D | +1.4% | -10.3% | +11.7% | +3.4% |
| 30D | -3.8% | +1.1% | -5.0% | -4.2% |
| 3M | +9.0% | +1.6% | +7.4% | +8.0% |
| 6M | +16.6% | -13.5% | +30.1% | +18.7% |
| YTD | +20.4% | -19.1% | +39.5% | +23.8% |
| 1Y | +22.3% | -33.9% | +56.2% | +30.4% |
| 3Y | +124.5% | -3.9% | +128.4% | +122.0% |
| 5Y | +54.1% | +6.0% | +48.0% | +48.2% |
| 10Y | +276.3% | +223.7% | +52.5% | +189.8% |
| All | +4,025.0% | +6,346.6% | -2,321.6% | +1,168.2% |
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