+1,156.2%
ABBV vs PCG
-57.5%
+1,213.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.9% | -1.6% |
| 7D | +0.4% | -13.9% | +14.2% | +1.1% |
| 30D | +4.2% | -16.9% | +21.0% | +5.2% |
| 3M | +14.8% | -14.7% | +29.6% | +15.7% |
| 6M | +10.3% | -23.8% | +34.1% | +11.9% |
| YTD | +14.9% | -10.5% | +25.4% | +15.4% |
| 1Y | +24.1% | -5.1% | +29.3% | +24.2% |
| 3Y | +91.9% | -11.6% | +103.5% | +92.3% |
| 5Y | +176.0% | +59.0% | +117.0% | +167.3% |
| 10Y | +502.9% | -75.7% | +578.7% | +590.7% |
| All | +1,156.2% | -57.5% | +1,213.7% | +1,115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling