+602.6%
ABBV vs PCG
-76.4%
+679.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +0.1% | -2.2% | +2.3% | +0.2% |
| 30D | +5.6% | -0.5% | +6.0% | +5.6% |
| 3M | +18.7% | -24.0% | +42.6% | +20.2% |
| 6M | +47.4% | -18.6% | +66.0% | +48.7% |
| YTD | +33.0% | -17.7% | +50.6% | +34.0% |
| 1Y | +34.9% | -20.0% | +54.9% | +36.2% |
| 3Y | +135.2% | -20.2% | +155.4% | +136.8% |
| 5Y | +202.1% | +8.4% | +193.7% | +199.3% |
| 10Y | +602.6% | -76.4% | +679.0% | +646.0% |
| All | +602.6% | -76.4% | +679.0% | +646.0% |
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