+106.8%
JNJ vs PTC
+29.2%
+77.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.5% | +0.5% | +1.0% | +1.5% |
| 30D | +6.3% | +0.9% | +5.4% | +6.3% |
| 3M | +8.5% | +30.4% | -21.9% | +9.1% |
| 6M | +28.0% | +34.4% | -6.4% | +28.8% |
| YTD | +37.7% | +12.6% | +25.1% | +38.6% |
| 1Y | +47.9% | +10.2% | +37.7% | +49.0% |
| All | +106.8% | +29.2% | +77.6% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling