+152.8%
JPM vs PTC
+1.8%
+150.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | -0.1% |
| 7D | -0.4% | -12.8% | +12.4% | +3.0% |
| 30D | -1.1% | -9.8% | +8.7% | +1.2% |
| 3M | +14.1% | -2.1% | +16.2% | +13.6% |
| 6M | +23.3% | -18.1% | +41.4% | +28.9% |
| YTD | +11.3% | -23.5% | +34.8% | +18.6% |
| 1Y | +23.0% | -37.4% | +60.4% | +39.1% |
| 3Y | +162.6% | -7.2% | +169.8% | +154.9% |
| 5Y | +152.8% | +2.7% | +150.1% | +136.4% |
| All | +152.8% | +1.8% | +150.9% | +136.4% |
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