+166.8%
JCI vs PTC
-2.9%
+169.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +3.1% |
| 7D | +3.8% | -10.3% | +14.1% | +5.9% |
| 30D | -5.7% | +1.1% | -6.8% | -6.3% |
| 3M | -1.4% | +1.6% | -3.0% | -2.2% |
| 6M | +4.1% | -13.5% | +17.6% | +8.5% |
| YTD | +21.7% | -19.1% | +40.8% | +29.6% |
| 1Y | +36.1% | -33.9% | +70.0% | +57.4% |
| All | +166.8% | -2.9% | +169.7% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling