+134.7%
ABBV vs PCAR
+35.0%
+99.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | +2.2% | +2.1% | +0.1% | +1.9% |
| 30D | +8.0% | -1.2% | +9.2% | +8.1% |
| 3M | +19.1% | -18.6% | +37.7% | +22.2% |
| 6M | +43.5% | -5.1% | +48.6% | +44.0% |
| YTD | +32.7% | -1.8% | +34.5% | +31.8% |
| 1Y | +30.0% | +10.6% | +19.4% | +26.6% |
| All | +134.7% | +35.0% | +99.7% | +118.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling