-4.0%
PNR vs PTC
+60.7%
-64.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.7% |
| 6M | -6.4% | +39.2% | -45.6% | -18.7% |
| YTD | -33.4% | +12.5% | -45.9% | -36.8% |
| 1Y | -35.1% | +12.3% | -47.3% | -38.3% |
| 3Y | +17.1% | +28.8% | -11.7% | +0.7% |
| All | -4.0% | +60.7% | -64.7% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling