+3,752.6%
MRK vs PTC
+8,866.4%
-5,113.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | +1.2% | +0.9% | +0.3% | +1.1% |
| 3M | +13.5% | +30.4% | -16.9% | +9.9% |
| 6M | +34.0% | +34.4% | -0.4% | +29.0% |
| YTD | +42.7% | +12.6% | +30.1% | +39.4% |
| 1Y | +66.6% | +10.2% | +56.4% | +63.1% |
| 3Y | +59.1% | +29.4% | +29.7% | +52.2% |
| 5Y | +104.1% | +63.7% | +40.4% | +89.1% |
| 10Y | +227.3% | +316.9% | -89.6% | +170.0% |
| All | +3,752.6% | +8,866.4% | -5,113.8% | +1,396.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling