+598.9%
ABBV vs PCG
-77.5%
+676.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.0% | +1.2% |
| 7D | -1.2% | -1.6% | +0.4% | -1.1% |
| 30D | +8.0% | +1.4% | +6.6% | +7.9% |
| 3M | +20.2% | -23.4% | +43.6% | +21.6% |
| 6M | +44.0% | -19.4% | +63.3% | +45.3% |
| YTD | +31.3% | -18.5% | +49.8% | +32.4% |
| 1Y | +37.0% | -19.5% | +56.5% | +38.2% |
| 3Y | +128.0% | -21.0% | +148.9% | +129.7% |
| 5Y | +196.9% | +13.7% | +183.2% | +193.6% |
| All | +598.9% | -77.5% | +676.4% | +647.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling