+192.7%
JBL vs PTC
-8.0%
+200.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +1.5% |
| 7D | +4.4% | -12.8% | +17.2% | +6.8% |
| 30D | -8.4% | -9.8% | +1.3% | -7.0% |
| 3M | -14.2% | -2.1% | -12.1% | -14.1% |
| 6M | +29.6% | -18.1% | +47.7% | +37.6% |
| YTD | +37.1% | -23.5% | +60.6% | +49.1% |
| 1Y | +49.5% | -37.4% | +86.8% | +77.4% |
| 3Y | +192.7% | -7.2% | +199.9% | +161.6% |
| All | +192.7% | -8.0% | +200.7% | +161.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling