+201.6%
ABBV vs PDD
-16.7%
+218.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | +1.3% | -4.9% | +6.2% | +1.3% |
| 30D | +4.7% | -3.0% | +7.8% | +4.7% |
| 3M | +18.3% | -6.2% | +24.5% | +18.4% |
| 6M | +43.4% | -20.7% | +64.1% | +43.4% |
| YTD | +33.0% | -30.4% | +63.3% | +33.0% |
| 1Y | +30.8% | -41.3% | +72.1% | +30.9% |
| 3Y | +135.1% | -27.7% | +162.8% | +135.5% |
| All | +201.6% | -16.7% | +218.2% | +217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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