+22.3%
ABBV vs PCG
-0.4%
+22.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -3.4% |
| 7D | -4.3% | +5.4% | -9.7% | -4.9% |
| 30D | +1.1% | -15.1% | +16.2% | +3.3% |
| 3M | +12.3% | -9.8% | +22.1% | +13.0% |
| 6M | +9.8% | -18.0% | +27.8% | +11.8% |
| YTD | +11.5% | -7.2% | +18.7% | +13.3% |
| 1Y | +22.3% | +2.9% | +19.4% | +16.5% |
| All | +22.3% | -0.4% | +22.7% | +16.5% |
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