+30.5%
JD vs PTC
+334.9%
-304.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +13.4% | -0.2% | +13.6% | +13.5% |
| 30D | +7.7% | +0.8% | +6.9% | +7.4% |
| 3M | -11.3% | +32.1% | -43.4% | -23.0% |
| 6M | -5.1% | +42.6% | -47.8% | -21.6% |
| YTD | +5.0% | +12.0% | -6.9% | -3.8% |
| 1Y | -5.6% | +12.2% | -17.8% | -13.9% |
| 3Y | +17.8% | +31.2% | -13.5% | -5.2% |
| 5Y | -57.2% | +54.9% | -112.1% | -68.9% |
| All | +30.5% | +334.9% | -304.4% | -40.1% |
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