+84.8%
MRK vs PTC
-33.3%
+118.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | -1.4% |
| 7D | +1.3% | -10.3% | +11.6% | +1.2% |
| 30D | +17.1% | +1.1% | +16.0% | +17.4% |
| 3M | +25.9% | +1.6% | +24.3% | +26.0% |
| 6M | +26.8% | -13.5% | +40.3% | +26.1% |
| YTD | +44.9% | -19.1% | +64.0% | +45.1% |
| 1Y | +84.8% | -33.9% | +118.7% | +86.9% |
| All | +84.8% | -33.3% | +118.1% | +86.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling