+54.9%
JNJ vs PTC
-37.0%
+91.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | -4.3% | -14.2% | +9.9% | -4.9% |
| 30D | +3.0% | -14.4% | +17.5% | +2.4% |
| 3M | +12.2% | -4.7% | +16.9% | +11.8% |
| 6M | +10.5% | -19.3% | +29.8% | +9.1% |
| YTD | +30.8% | -26.1% | +56.9% | +29.1% |
| 1Y | +54.9% | -37.1% | +92.0% | +52.4% |
| All | +54.9% | -37.0% | +91.9% | +52.4% |
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