+98.5%
PNR vs PTC
+312.5%
-213.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +31.7% | +1.2% | +30.5% | +31.2% |
| 3M | +2.6% | +27.4% | -24.7% | -7.9% |
| 6M | -6.4% | +39.2% | -45.6% | -19.8% |
| YTD | -33.4% | +12.5% | -45.9% | -38.3% |
| 1Y | -35.1% | +12.3% | -47.3% | -39.8% |
| 3Y | +17.1% | +28.8% | -11.7% | +0.9% |
| 5Y | -3.5% | +60.9% | -64.4% | -25.1% |
| All | +98.5% | +312.5% | -213.9% | +3.2% |
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 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