+490.3%
ABBV vs PFG
+244.6%
+245.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.1% |
| 7D | -4.1% | +3.2% | -7.3% | -5.0% |
| 30D | +1.2% | +0.9% | +0.2% | +0.8% |
| 3M | +12.1% | +7.7% | +4.4% | +9.8% |
| 6M | +12.0% | +29.0% | -16.9% | +4.6% |
| YTD | +12.4% | +32.5% | -20.1% | +3.9% |
| 1Y | +22.9% | +47.3% | -24.4% | +10.4% |
| 3Y | +86.8% | +68.2% | +18.5% | +60.0% |
| 5Y | +181.0% | +108.5% | +72.5% | +120.8% |
| All | +490.3% | +244.6% | +245.7% | +283.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling