+105.9%
GILD vs PTC
-9.2%
+115.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -4.8% | -7.3% | +2.4% | -4.2% |
| 30D | +5.8% | -11.6% | +17.4% | +6.8% |
| 3M | +14.9% | +10.5% | +4.5% | +14.0% |
| 6M | -0.4% | -17.8% | +17.5% | +1.0% |
| YTD | +18.5% | -24.9% | +43.5% | +21.2% |
| 1Y | +25.1% | -36.8% | +61.9% | +30.4% |
| 3Y | +105.9% | -8.7% | +114.6% | +92.3% |
| All | +105.9% | -9.2% | +115.1% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling