+1,173.9%
JBL vs PTC
+317.3%
+856.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | -17.0% | +0.9% | -17.9% | -17.3% |
| 3M | -27.4% | +30.4% | -57.8% | -36.6% |
| 6M | -29.1% | +34.4% | -63.5% | -40.1% |
| YTD | +13.6% | +12.6% | +1.0% | +2.9% |
| 1Y | +22.8% | +10.2% | +12.6% | +12.5% |
| 3Y | +103.0% | +29.4% | +73.6% | +65.6% |
| 5Y | +307.4% | +63.7% | +243.6% | +189.1% |
| 10Y | +1,173.9% | +316.9% | +857.0% | +487.6% |
| All | +1,173.9% | +317.3% | +856.6% | +487.6% |
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 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