+301.7%
JCI vs PTC
+326.2%
-24.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.7% |
| 7D | -3.4% | +0.8% | -4.2% | -3.6% |
| 30D | -10.1% | +0.7% | -10.9% | -10.3% |
| 3M | -6.8% | +32.6% | -39.4% | -15.2% |
| 6M | +2.0% | +33.6% | -31.6% | -8.3% |
| YTD | +19.2% | +12.4% | +6.7% | +12.3% |
| 1Y | +16.7% | +11.2% | +5.5% | +10.3% |
| 3Y | +194.3% | +31.7% | +162.6% | +158.5% |
| 5Y | +103.0% | +60.1% | +43.0% | +65.1% |
| 10Y | +301.7% | +317.2% | -15.4% | +127.0% |
| All | +301.7% | +326.2% | -24.4% | +127.0% |
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