+3,746.6%
MRK vs PTC
+8,871.4%
-5,124.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | 0.0% | +0.8% | -0.8% | -0.1% |
| 30D | +3.5% | +1.2% | +2.3% | +3.4% |
| 3M | +11.2% | +32.6% | -21.4% | +7.5% |
| 6M | +32.5% | +36.1% | -3.6% | +27.4% |
| YTD | +42.5% | +12.7% | +29.8% | +39.2% |
| 1Y | +65.4% | +10.2% | +55.3% | +61.9% |
| 3Y | +58.8% | +29.4% | +29.4% | +52.0% |
| 5Y | +103.9% | +61.1% | +42.8% | +89.1% |
| 10Y | +226.8% | +317.1% | -90.3% | +169.5% |
| All | +3,746.6% | +8,871.4% | -5,124.8% | +1,394.2% |
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