+1,335.6%
ABBV vs PCAR
+434.6%
+901.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.8% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +8.0% | -4.6% | +12.6% | +9.5% |
| 3M | +20.2% | -22.6% | +42.8% | +29.9% |
| 6M | +44.0% | -12.0% | +55.9% | +48.8% |
| YTD | +31.3% | -6.1% | +37.4% | +32.0% |
| 1Y | +37.0% | +6.3% | +30.7% | +32.0% |
| 3Y | +128.0% | +31.8% | +96.2% | +97.4% |
| 5Y | +196.9% | +104.2% | +92.7% | +112.4% |
| 10Y | +681.2% | +302.9% | +378.3% | +293.1% |
| All | +1,335.6% | +434.6% | +901.1% | +573.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling