+209.7%
ABT vs PTC
+196.2%
+13.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.6% |
| 7D | -4.7% | -13.6% | +8.8% | -1.2% |
| 30D | -3.1% | -14.7% | +11.5% | +0.7% |
| 3M | +16.1% | -5.9% | +22.0% | +17.1% |
| 6M | -5.3% | -21.1% | +15.8% | -0.3% |
| YTD | -14.4% | -26.0% | +11.6% | -8.6% |
| 1Y | -18.4% | -36.8% | +18.4% | -9.3% |
| 3Y | +11.2% | -10.3% | +21.5% | +9.0% |
| 5Y | -9.4% | +1.2% | -10.6% | -16.1% |
| 10Y | +209.7% | +198.3% | +11.5% | +94.0% |
| All | +209.7% | +196.2% | +13.6% | +94.0% |
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