+124.0%
JPM vs PTC
+55.9%
+68.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | -0.8% | -0.2% | -0.5% | -0.7% |
| 30D | +1.5% | +0.8% | +0.7% | +1.3% |
| 3M | -5.7% | +32.1% | -37.8% | -11.8% |
| 6M | +7.2% | +42.6% | -35.4% | -2.7% |
| YTD | +5.8% | +12.0% | -6.2% | +3.0% |
| 1Y | +8.8% | +12.2% | -3.4% | +5.9% |
| 3Y | +147.4% | +31.2% | +116.2% | +121.8% |
| All | +124.0% | +55.9% | +68.0% | +81.3% |
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