+485.4%
ABBV vs PCG
-75.0%
+560.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -3.2% |
| 7D | -4.3% | +5.4% | -9.7% | -4.6% |
| 30D | +1.1% | -15.1% | +16.2% | +1.8% |
| 3M | +12.3% | -9.8% | +22.1% | +12.7% |
| 6M | +9.8% | -18.0% | +27.8% | +10.7% |
| YTD | +11.5% | -7.2% | +18.7% | +11.6% |
| 1Y | +22.3% | +2.9% | +19.4% | +21.8% |
| 3Y | +85.2% | -11.1% | +96.3% | +85.4% |
| 5Y | +170.8% | +61.8% | +109.0% | +163.7% |
| 10Y | +485.4% | -75.2% | +560.6% | +512.3% |
| All | +485.4% | -75.0% | +560.4% | +512.3% |
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