+41,936.4%
JBL vs PTC
+720.5%
+41,216.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.6% | +3.5% |
| 7D | +3.0% | -10.3% | +13.3% | +6.6% |
| 30D | -8.3% | +1.1% | -9.4% | -9.0% |
| 3M | -16.9% | +1.6% | -18.5% | -19.0% |
| 6M | +21.8% | -13.5% | +35.2% | +24.3% |
| YTD | +36.3% | -19.1% | +55.4% | +41.6% |
| 1Y | +49.5% | -33.9% | +83.4% | +66.1% |
| 3Y | +170.6% | -3.9% | +174.5% | +162.0% |
| 5Y | +408.4% | +6.0% | +402.3% | +371.5% |
| 10Y | +1,450.4% | +223.7% | +1,226.7% | +868.4% |
| All | +41,936.4% | +720.5% | +41,216.0% | +15,018.6% |
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 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