+135.1%
MRK vs PTC
+2.4%
+132.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.9% |
| 7D | -0.9% | -12.8% | +11.9% | 0.0% |
| 30D | +15.5% | -9.8% | +25.2% | +16.2% |
| 3M | +25.1% | -2.1% | +27.2% | +25.2% |
| 6M | +30.1% | -18.1% | +48.2% | +31.8% |
| YTD | +43.1% | -23.5% | +66.6% | +45.7% |
| 1Y | +82.5% | -37.4% | +119.8% | +89.1% |
| 3Y | +49.3% | -7.2% | +56.5% | +48.0% |
| All | +135.1% | +2.4% | +132.6% | +124.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling