+63.3%
PNR vs PTC
+200.2%
-136.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | -5.5% | -14.2% | +8.8% | +0.1% |
| 30D | -15.6% | -14.4% | -1.1% | -10.6% |
| 3M | -20.2% | -4.7% | -15.5% | -19.8% |
| 6M | -36.6% | -19.3% | -17.3% | -32.3% |
| YTD | -45.0% | -26.1% | -18.9% | -39.3% |
| 1Y | -47.4% | -37.1% | -10.4% | -38.2% |
| 3Y | -13.7% | -10.4% | -3.3% | -13.5% |
| 5Y | -20.8% | +2.5% | -23.3% | -26.1% |
| All | +63.3% | +200.2% | -136.9% | -6.8% |
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