+37.0%
ABBV vs PCOR
-2.3%
+39.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | -1.2% | +22.7% | -23.9% | -1.5% |
| 30D | +8.0% | +37.5% | -29.5% | +7.7% |
| 3M | +20.2% | +35.2% | -15.0% | +19.9% |
| 6M | +44.0% | +42.2% | +1.7% | +42.7% |
| YTD | +31.3% | +3.6% | +27.7% | +29.7% |
| 1Y | +37.0% | -4.8% | +41.7% | +35.7% |
| All | +37.0% | -2.3% | +39.2% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling