-19.3%
PNR vs PTC
-0.9%
-18.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -0.6% |
| 7D | -3.9% | -13.6% | +9.7% | +1.6% |
| 30D | -13.8% | -14.7% | +0.9% | -8.5% |
| 3M | -22.5% | -5.9% | -16.6% | -21.7% |
| 6M | -37.2% | -21.1% | -16.0% | -31.7% |
| YTD | -44.2% | -26.0% | -18.2% | -37.8% |
| 1Y | -46.6% | -36.8% | -9.8% | -36.2% |
| 3Y | -12.5% | -10.3% | -2.2% | -13.5% |
| 5Y | -19.3% | +1.2% | -20.5% | -26.7% |
| All | -19.3% | -0.9% | -18.4% | -26.7% |
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