-51.6%
JOBY vs PTC
+102.8%
-154.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.7% | -4.8% |
| 7D | -14.3% | +0.5% | -14.8% | -14.5% |
| 30D | +10.2% | +1.2% | +9.0% | +9.5% |
| 3M | -38.5% | +27.4% | -65.9% | -47.9% |
| 6M | -54.1% | +39.2% | -93.3% | -64.0% |
| YTD | -61.5% | +12.5% | -74.0% | -65.4% |
| 1Y | -65.7% | +12.3% | -77.9% | -69.0% |
| 3Y | -7.0% | +28.8% | -35.8% | -25.4% |
| 5Y | -44.2% | +60.9% | -105.1% | -61.5% |
| All | -51.6% | +102.8% | -154.4% | -71.1% |
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