+210.7%
JNJ vs PTC
+317.3%
-106.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | +6.3% | +0.9% | +5.4% | +6.3% |
| 3M | +8.5% | +30.4% | -21.9% | +5.7% |
| 6M | +28.0% | +34.4% | -6.4% | +24.0% |
| YTD | +37.7% | +12.6% | +25.1% | +35.6% |
| 1Y | +47.9% | +10.2% | +37.7% | +46.0% |
| 3Y | +107.4% | +29.4% | +78.0% | +98.5% |
| 5Y | +97.7% | +63.7% | +34.0% | +81.6% |
| 10Y | +210.7% | +316.9% | -106.2% | +149.8% |
| All | +210.7% | +317.3% | -106.7% | +149.8% |
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