+21.0%
JPM vs PTC
-37.6%
+58.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -1.2% |
| 7D | -0.4% | -12.8% | +12.4% | +0.2% |
| 30D | -1.1% | -9.8% | +8.7% | -0.7% |
| 3M | +14.1% | -2.1% | +16.2% | +14.0% |
| 6M | +23.3% | -18.1% | +41.4% | +27.6% |
| YTD | +11.3% | -23.5% | +34.8% | +17.5% |
| All | +21.0% | -37.6% | +58.5% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling