+643.2%
ABBV vs PCAR
+296.2%
+346.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.7% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +8.0% | -4.6% | +12.6% | +9.3% |
| 3M | +20.2% | -22.6% | +42.8% | +28.7% |
| 6M | +44.0% | -12.0% | +55.9% | +48.2% |
| YTD | +31.3% | -6.1% | +37.4% | +31.8% |
| 1Y | +37.0% | +6.3% | +30.7% | +32.4% |
| 3Y | +128.0% | +31.8% | +96.2% | +99.8% |
| 5Y | +196.9% | +104.2% | +92.7% | +118.0% |
| All | +643.2% | +296.2% | +346.9% | +278.3% |
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