+8,847.8%
JNJ vs PTC
+8,866.4%
-18.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.0% |
| 6M | +28.0% | +34.4% | -6.4% | +24.6% |
| YTD | +37.7% | +12.6% | +25.1% | +35.5% |
| 1Y | +47.9% | +10.2% | +37.7% | +45.8% |
| 3Y | +107.4% | +29.4% | +78.0% | +100.8% |
| 5Y | +97.7% | +63.7% | +34.0% | +87.0% |
| 10Y | +210.7% | +316.9% | -106.2% | +170.1% |
| All | +8,847.8% | +8,866.4% | -18.6% | +4,211.0% |
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