+202.1%
ABBV vs PCOR
-15.7%
+217.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | +0.1% | +2.5% | -2.5% | 0.0% |
| 30D | +5.6% | +37.9% | -32.3% | +4.7% |
| 3M | +18.7% | +32.0% | -13.3% | +17.7% |
| 6M | +47.4% | +54.7% | -7.3% | +45.5% |
| YTD | +33.0% | +6.6% | +26.4% | +32.4% |
| 1Y | +34.9% | -1.7% | +36.6% | +34.7% |
| 3Y | +135.2% | +49.0% | +86.2% | +131.7% |
| 5Y | +202.1% | -12.5% | +214.6% | +190.9% |
| All | +202.1% | -15.7% | +217.8% | +190.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling