+182.6%
ABBV vs PCAR
+168.1%
+14.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +4.2% | -6.2% | +10.4% | +5.2% |
| 3M | +14.8% | +5.9% | +8.9% | +13.5% |
| 6M | +10.3% | +0.4% | +9.9% | +9.8% |
| YTD | +14.9% | +14.8% | +0.1% | +11.4% |
| 1Y | +24.1% | +30.1% | -6.0% | +17.5% |
| 3Y | +91.9% | +66.6% | +25.3% | +69.3% |
| All | +182.6% | +168.1% | +14.5% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling