+3,652.8%
PNR vs PTC
+6,346.6%
-2,693.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.4% | +1.3% |
| 7D | -2.4% | -10.3% | +7.9% | -0.6% |
| 30D | -12.8% | +1.1% | -13.9% | -13.0% |
| 3M | -17.0% | +1.6% | -18.6% | -17.6% |
| 6M | -37.4% | -13.5% | -24.0% | -36.3% |
| YTD | -41.6% | -19.1% | -22.6% | -39.9% |
| 1Y | -44.6% | -33.9% | -10.8% | -41.1% |
| 3Y | -12.1% | -3.9% | -8.2% | -12.5% |
| 5Y | -17.4% | +6.0% | -23.4% | -19.5% |
| 10Y | +64.0% | +223.7% | -159.7% | +32.0% |
| All | +3,652.8% | +6,346.6% | -2,693.8% | +1,649.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling