+80.0%
JNJ vs PTC
+1.8%
+78.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -2.0% |
| 7D | -0.8% | -12.8% | +12.0% | -0.3% |
| 30D | +4.3% | -9.8% | +14.1% | +4.7% |
| 3M | +16.5% | -2.1% | +18.6% | +16.4% |
| 6M | +13.1% | -18.1% | +31.2% | +13.9% |
| YTD | +32.1% | -23.5% | +55.6% | +33.5% |
| 1Y | +54.5% | -37.4% | +91.8% | +57.8% |
| 3Y | +82.5% | -7.2% | +89.8% | +79.6% |
| 5Y | +80.0% | +2.7% | +77.3% | +73.2% |
| All | +80.0% | +1.8% | +78.2% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling