+323.2%
AMGN vs PTC
+317.3%
+5.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -2.2% | +0.5% | -2.7% | -2.2% |
| 30D | +12.1% | +0.9% | +11.2% | +12.0% |
| 3M | +13.6% | +30.4% | -16.7% | +8.1% |
| 6M | +43.9% | +34.4% | +9.5% | +35.5% |
| YTD | +45.9% | +12.6% | +33.4% | +41.4% |
| 1Y | +42.1% | +10.2% | +32.0% | +38.2% |
| 3Y | +91.6% | +29.4% | +62.2% | +78.6% |
| 5Y | +158.5% | +63.7% | +94.8% | +127.4% |
| 10Y | +323.2% | +316.9% | +6.3% | +193.6% |
| All | +323.2% | +317.3% | +5.9% | +193.6% |
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 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