+603.7%
ABBV vs PCAR
+326.7%
+277.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.3% |
| 7D | +1.5% | +2.9% | -1.4% | +0.7% |
| 30D | +6.7% | -2.1% | +8.9% | +7.3% |
| 3M | +19.9% | -20.4% | +40.3% | +27.4% |
| 6M | +47.5% | -7.0% | +54.4% | +49.4% |
| YTD | +32.2% | -2.6% | +34.8% | +31.4% |
| 1Y | +37.8% | +9.8% | +28.1% | +32.2% |
| 3Y | +134.8% | +37.3% | +97.5% | +103.8% |
| 5Y | +203.0% | +116.4% | +86.6% | +119.4% |
| 10Y | +603.7% | +293.0% | +310.7% | +300.3% |
| All | +603.7% | +326.7% | +277.0% | +300.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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