+1,509.2%
JBL vs PTC
+196.2%
+1,313.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +1.1% |
| 7D | +4.0% | -13.6% | +17.6% | +10.3% |
| 30D | -7.5% | -14.7% | +7.2% | -1.7% |
| 3M | -14.1% | -5.9% | -8.2% | -14.2% |
| 6M | +25.9% | -21.1% | +47.0% | +35.2% |
| YTD | +36.7% | -26.0% | +62.7% | +50.4% |
| 1Y | +49.0% | -36.8% | +85.8% | +77.0% |
| 3Y | +191.8% | -10.3% | +202.0% | +181.5% |
| 5Y | +409.8% | +1.2% | +408.6% | +351.8% |
| 10Y | +1,509.2% | +198.3% | +1,310.9% | +753.7% |
| All | +1,509.2% | +196.2% | +1,313.1% | +753.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling