+32.5%
JD vs PTC
+315.4%
-282.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.4% |
| 7D | +5.2% | +1.3% | +3.9% | +4.7% |
| 30D | +4.5% | +1.1% | +3.4% | +4.0% |
| 3M | -15.4% | +30.1% | -45.6% | -26.1% |
| 6M | -6.0% | +34.0% | -40.1% | -19.9% |
| YTD | +2.2% | +12.8% | -10.7% | -6.8% |
| 1Y | -6.7% | +10.7% | -17.4% | -14.2% |
| 3Y | +20.5% | +29.6% | -9.1% | -2.3% |
| 5Y | -58.4% | +63.5% | -122.0% | -70.6% |
| 10Y | +32.5% | +316.7% | -284.2% | -39.7% |
| All | +32.5% | +315.4% | -282.9% | -39.7% |
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