+341.0%
JCI vs PTC
+196.2%
+144.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | 0.0% |
| 7D | +4.1% | -13.6% | +17.6% | +8.4% |
| 30D | -3.8% | -14.7% | +10.8% | +0.3% |
| 3M | -1.6% | -5.9% | +4.3% | -1.3% |
| 6M | +9.5% | -21.1% | +30.7% | +15.6% |
| YTD | +21.7% | -26.0% | +47.7% | +30.5% |
| 1Y | +37.1% | -36.8% | +74.0% | +54.7% |
| 3Y | +165.2% | -10.3% | +175.4% | +162.0% |
| 5Y | +110.3% | +1.2% | +109.1% | +96.4% |
| 10Y | +341.0% | +198.3% | +142.7% | +169.0% |
| All | +341.0% | +196.2% | +144.8% | +169.0% |
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