+288.2%
JCI vs PTC
+315.4%
-27.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -5.9% | +1.3% | -7.1% | -6.2% |
| 30D | -10.4% | +1.1% | -11.4% | -10.6% |
| 3M | -6.1% | +30.1% | -36.2% | -14.1% |
| 6M | +1.7% | +34.0% | -32.3% | -8.6% |
| YTD | +18.9% | +12.8% | +6.0% | +11.9% |
| 1Y | +16.1% | +10.7% | +5.4% | +9.9% |
| 3Y | +187.8% | +29.6% | +158.2% | +154.2% |
| 5Y | +103.2% | +63.5% | +39.7% | +64.2% |
| 10Y | +288.2% | +316.7% | -28.5% | +119.4% |
| All | +288.2% | +315.4% | -27.2% | +119.4% |
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