+56.4%
JD vs PTC
+440.9%
-384.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.4% |
| 7D | +11.7% | -0.1% | +11.8% | +11.8% |
| 30D | +8.1% | +0.8% | +7.2% | +7.7% |
| 3M | -12.0% | +39.6% | -51.6% | -25.9% |
| 6M | -3.5% | +41.5% | -45.0% | -20.4% |
| YTD | +3.3% | +11.7% | -8.4% | -5.7% |
| 1Y | -7.4% | +2.4% | -9.9% | -12.4% |
| 3Y | +16.6% | +31.9% | -15.3% | -6.8% |
| 5Y | -57.9% | +54.5% | -112.4% | -69.5% |
| 10Y | +32.6% | +342.1% | -309.5% | -47.3% |
| All | +56.4% | +440.9% | -384.5% | -45.7% |
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 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