+6,642.4%
ABT vs PTC
+6,346.6%
+295.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +0.2% |
| 7D | -3.7% | -10.3% | +6.6% | -2.7% |
| 30D | +2.5% | +1.1% | +1.3% | +2.3% |
| 3M | +20.2% | +1.6% | +18.6% | +19.7% |
| 6M | -2.9% | -13.5% | +10.5% | -1.9% |
| YTD | -11.9% | -19.1% | +7.1% | -10.5% |
| 1Y | -16.5% | -33.9% | +17.3% | -13.5% |
| 3Y | +12.1% | -3.9% | +16.0% | +11.2% |
| 5Y | -7.4% | +6.0% | -13.4% | -9.5% |
| 10Y | +210.7% | +223.7% | -13.0% | +172.1% |
| All | +6,642.4% | +6,346.6% | +295.8% | +2,746.1% |
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