+1,156.2%
ABBV vs PTC
+506.3%
+649.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.6% | -0.2% |
| 7D | +0.4% | -10.3% | +10.6% | +2.6% |
| 30D | +4.2% | +1.1% | +3.0% | +3.7% |
| 3M | +14.8% | +1.6% | +13.2% | +13.7% |
| 6M | +10.3% | -13.5% | +23.7% | +12.7% |
| YTD | +14.9% | -19.1% | +33.9% | +18.9% |
| 1Y | +24.1% | -33.9% | +58.0% | +34.1% |
| 3Y | +91.9% | -3.9% | +95.8% | +86.3% |
| 5Y | +176.0% | +6.0% | +170.0% | +155.9% |
| 10Y | +502.9% | +223.7% | +279.2% | +250.2% |
| All | +1,156.2% | +506.3% | +649.9% | +482.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling