+28.9%
JD vs PTC
+326.2%
-297.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | +7.9% | +0.8% | +7.1% | +7.6% |
| 30D | +4.8% | +0.7% | +4.0% | +4.4% |
| 3M | -13.9% | +32.6% | -46.5% | -25.4% |
| 6M | -5.8% | +33.6% | -39.4% | -19.6% |
| YTD | +2.4% | +12.4% | -10.0% | -6.4% |
| 1Y | -7.5% | +11.2% | -18.8% | -15.2% |
| 3Y | +20.9% | +31.7% | -10.8% | -2.8% |
| 5Y | -58.0% | +60.1% | -118.1% | -70.0% |
| 10Y | +28.9% | +317.2% | -288.3% | -41.2% |
| All | +28.9% | +326.2% | -297.3% | -41.2% |
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 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