-7.2%
PTC vs JAAA
+18.9%
-26.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -12.8% | +0.1% | -12.9% | -13.2% |
| 30D | -9.8% | +0.5% | -10.2% | -11.4% |
| 3M | -2.1% | +1.2% | -3.3% | -6.7% |
| 6M | -18.1% | +2.8% | -20.9% | -26.8% |
| YTD | -23.5% | +3.2% | -26.7% | -32.5% |
| 1Y | -37.4% | +4.8% | -42.2% | -48.1% |
| 3Y | -7.2% | +19.0% | -26.2% | -19.5% |
| All | -7.2% | +18.9% | -26.1% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling