-33.9%
PTC vs JAAA
+4.9%
-38.8%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.4% |
| 7D | -10.3% | +0.2% | -10.4% | -11.1% |
| 30D | +1.1% | +0.5% | +0.6% | -1.4% |
| 3M | +1.6% | +1.3% | +0.3% | -3.9% |
| 6M | -13.5% | +2.7% | -16.1% | -22.1% |
| YTD | -19.1% | +3.2% | -22.2% | -27.9% |
| 1Y | -33.9% | +4.9% | -38.8% | -42.6% |
| All | -33.9% | +4.9% | -38.8% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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