+497.0%
ABBV vs PTC
+196.2%
+300.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.1% | +1.4% |
| 7D | -4.1% | -13.6% | +9.4% | -1.7% |
| 30D | +1.2% | -14.7% | +15.8% | +3.8% |
| 3M | +12.1% | -5.9% | +18.0% | +12.6% |
| 6M | +12.0% | -21.1% | +33.2% | +15.9% |
| YTD | +12.4% | -26.0% | +38.4% | +17.5% |
| 1Y | +22.9% | -36.8% | +59.8% | +32.1% |
| 3Y | +86.8% | -10.3% | +97.0% | +84.2% |
| 5Y | +181.0% | +1.2% | +179.8% | +165.8% |
| 10Y | +497.0% | +198.3% | +298.7% | +317.2% |
| All | +497.0% | +196.2% | +300.8% | +317.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling