+201.6%
ABBV vs PCOR
-11.9%
+213.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +1.3% | +3.0% | -1.8% | +1.2% |
| 30D | +4.7% | +38.7% | -34.0% | +3.8% |
| 3M | +18.3% | +24.9% | -6.5% | +17.5% |
| 6M | +43.4% | +68.8% | -25.4% | +41.3% |
| YTD | +33.0% | +6.7% | +26.3% | +32.4% |
| 1Y | +30.8% | +3.0% | +27.8% | +30.4% |
| 3Y | +135.1% | +48.6% | +86.5% | +131.7% |
| All | +201.6% | -11.9% | +213.5% | +190.6% |
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