-13.4%
PNR vs PTC
-10.6%
-2.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -0.7% |
| 7D | -3.9% | -13.6% | +9.7% | +1.0% |
| 30D | -13.8% | -14.7% | +0.9% | -9.1% |
| 3M | -22.5% | -5.9% | -16.6% | -21.6% |
| 6M | -37.2% | -21.1% | -16.0% | -31.5% |
| YTD | -44.2% | -26.0% | -18.2% | -37.6% |
| 1Y | -46.6% | -36.8% | -9.8% | -35.9% |
| All | -13.4% | -10.6% | -2.9% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling