+207.3%
ABBV vs PCOR
-8.1%
+215.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +2.2% | +2.2% | 0.0% | +2.1% |
| 30D | +8.0% | +37.4% | -29.5% | +7.2% |
| 3M | +19.1% | +33.2% | -14.1% | +18.2% |
| 6M | +43.5% | +60.6% | -17.1% | +41.8% |
| YTD | +32.7% | +6.2% | +26.6% | +32.2% |
| 1Y | +30.0% | -1.1% | +31.1% | +29.7% |
| 3Y | +134.7% | +48.4% | +86.3% | +131.9% |
| 5Y | +200.7% | -13.1% | +213.8% | +192.2% |
| All | +207.3% | -8.1% | +215.4% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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