+224.4%
MRK vs PTC
+205.0%
+19.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | -4.3% | -7.3% | +3.0% | -3.4% |
| 30D | +8.3% | -11.6% | +19.9% | +9.9% |
| 3M | +20.0% | +10.5% | +9.6% | +18.3% |
| 6M | +25.7% | -17.8% | +43.5% | +28.2% |
| YTD | +38.7% | -24.9% | +63.7% | +43.0% |
| 1Y | +74.7% | -36.8% | +111.5% | +84.1% |
| 3Y | +45.4% | -8.7% | +54.1% | +43.8% |
| 5Y | +129.0% | +4.1% | +124.9% | +119.0% |
| All | +224.4% | +205.0% | +19.4% | +150.9% |
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 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