+54.3%
JD vs PTC
+291.9%
-237.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +4.5% |
| 7D | -1.7% | -10.3% | +8.6% | +3.0% |
| 30D | -13.2% | +1.1% | -14.3% | -14.2% |
| 3M | -3.2% | +1.6% | -4.8% | -5.4% |
| 6M | +15.2% | -13.5% | +28.7% | +20.3% |
| YTD | +2.0% | -19.1% | +21.0% | +9.2% |
| 1Y | -5.4% | -33.9% | +28.5% | +11.1% |
| 3Y | -9.1% | -3.9% | -5.2% | -15.0% |
| 5Y | -59.6% | +6.0% | -65.6% | -64.9% |
| 10Y | +26.2% | +223.7% | -197.5% | -41.6% |
| All | +54.3% | +291.9% | -237.6% | -37.1% |
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 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