+40.7%
ABBV vs PCG
-14.1%
+54.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.0% |
| 7D | +3.1% | +1.9% | +1.2% | +3.0% |
| 30D | +11.6% | +8.5% | +3.1% | +11.0% |
| 3M | +21.7% | -22.9% | +44.6% | +24.6% |
| 6M | +43.5% | -16.8% | +60.3% | +44.9% |
| YTD | +32.9% | -15.8% | +48.7% | +38.9% |
| 1Y | +40.7% | -16.0% | +56.6% | +45.9% |
| All | +40.7% | -14.1% | +54.7% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling