+37.1%
JCI vs PTC
-39.6%
+76.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -1.4% |
| 7D | +4.1% | -13.6% | +17.6% | +2.0% |
| 30D | -3.8% | -14.7% | +10.8% | -5.8% |
| 3M | -1.6% | -5.9% | +4.3% | -1.9% |
| 6M | +9.5% | -21.1% | +30.7% | +8.8% |
| YTD | +21.7% | -26.0% | +47.7% | +20.9% |
| 1Y | +37.1% | -36.8% | +74.0% | +43.2% |
| All | +37.1% | -39.6% | +76.8% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling