+2,307.7%
JCI vs PTC
+6,346.6%
-4,038.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +3.0% |
| 7D | +3.8% | -10.3% | +14.1% | +5.8% |
| 30D | -5.7% | +1.1% | -6.8% | -6.1% |
| 3M | -1.4% | +1.6% | -3.0% | -2.5% |
| 6M | +4.1% | -13.5% | +17.6% | +5.7% |
| YTD | +21.7% | -19.1% | +40.8% | +24.8% |
| 1Y | +36.1% | -33.9% | +70.0% | +44.7% |
| 3Y | +154.4% | -3.9% | +158.3% | +151.2% |
| 5Y | +112.0% | +6.0% | +106.0% | +104.2% |
| 10Y | +322.2% | +223.7% | +98.5% | +223.9% |
| All | +2,307.7% | +6,346.6% | -4,038.9% | +793.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling