+206.1%
ABBV vs PCOR
-9.0%
+215.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | +1.5% | +22.2% | -20.7% | +1.0% |
| 30D | +6.7% | +36.0% | -29.3% | +6.0% |
| 3M | +19.9% | +34.0% | -14.1% | +19.1% |
| 6M | +47.5% | +43.5% | +4.0% | +46.0% |
| YTD | +32.2% | +5.1% | +27.1% | +31.7% |
| 1Y | +37.8% | -3.9% | +41.8% | +37.6% |
| 3Y | +134.8% | +52.9% | +81.8% | +131.9% |
| 5Y | +203.0% | -18.7% | +221.7% | +194.3% |
| All | +206.1% | -9.0% | +215.1% | +199.0% |
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