+499.9%
ABBV vs PFG
+247.4%
+252.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -2.0% | -3.0% | +1.0% | -1.2% |
| 30D | +2.0% | +2.5% | -0.5% | +1.2% |
| 3M | +14.2% | +6.1% | +8.1% | +12.3% |
| 6M | +14.1% | +31.3% | -17.2% | +6.0% |
| YTD | +14.2% | +33.6% | -19.3% | +5.4% |
| 1Y | +24.2% | +48.5% | -24.3% | +11.3% |
| 3Y | +89.8% | +69.6% | +20.2% | +62.2% |
| 5Y | +187.2% | +111.5% | +75.7% | +124.8% |
| All | +499.9% | +247.4% | +252.5% | +288.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PFG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling