-39.1%
JOBY vs PTC
+35.3%
-74.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.3% |
| 7D | -5.2% | -7.3% | +2.1% | -0.8% |
| 30D | -19.7% | -11.6% | -8.1% | -13.8% |
| 3M | -31.7% | +10.5% | -42.2% | -37.1% |
| 6M | -37.5% | -17.8% | -19.7% | -31.3% |
| YTD | -51.6% | -24.9% | -26.7% | -43.4% |
| 1Y | -53.3% | -36.8% | -16.5% | -38.1% |
| 3Y | -12.2% | -8.7% | -3.5% | -12.1% |
| 5Y | -31.3% | +4.1% | -35.4% | -38.0% |
| All | -39.1% | +35.3% | -74.4% | -52.9% |
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