+6,784.1%
ABT vs PTC
+8,817.5%
-2,033.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.5% | -3.3% |
| 7D | +3.5% | -0.2% | +3.8% | +3.5% |
| 30D | +12.0% | +0.8% | +11.3% | +11.9% |
| 3M | +2.5% | +32.1% | -29.7% | -0.9% |
| 6M | +29.1% | +42.6% | -13.5% | +23.7% |
| YTD | -10.1% | +12.0% | -22.1% | -11.9% |
| 1Y | -9.8% | +12.2% | -22.0% | -11.7% |
| 3Y | +23.3% | +31.2% | -8.0% | +18.1% |
| 5Y | -2.4% | +54.9% | -57.3% | -8.4% |
| 10Y | +239.4% | +343.1% | -103.7% | +186.8% |
| All | +6,784.1% | +8,817.5% | -2,033.4% | +2,700.6% |
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