+49.5%
JBL vs PTC
-33.3%
+82.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.6% | +0.4% |
| 7D | +3.0% | -10.3% | +13.3% | +1.1% |
| 30D | -8.3% | +1.1% | -9.4% | -7.9% |
| 3M | -16.9% | +1.6% | -18.5% | -14.1% |
| 6M | +21.8% | -13.5% | +35.2% | +29.7% |
| YTD | +36.3% | -19.1% | +55.4% | +48.3% |
| 1Y | +49.5% | -33.9% | +83.4% | +76.6% |
| All | +49.5% | -33.3% | +82.8% | +76.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling