-6.4%
JD vs PTC
+10.5%
-17.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.5% |
| 7D | +7.9% | +0.8% | +7.1% | +7.8% |
| 30D | +4.8% | +0.7% | +4.0% | +4.7% |
| 3M | -13.9% | +32.6% | -46.5% | -16.1% |
| 6M | -5.8% | +33.6% | -39.4% | -9.9% |
| YTD | +2.4% | +12.4% | -10.0% | -2.3% |
| All | -6.4% | +10.5% | -17.0% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling