+85.2%
ABBV vs PFG
+71.3%
+13.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.7% |
| 7D | -4.3% | +6.0% | -10.3% | -5.6% |
| 30D | +1.1% | +2.2% | -1.1% | +0.6% |
| 3M | +12.3% | +10.4% | +2.0% | +9.7% |
| 6M | +9.8% | +27.8% | -18.0% | +3.7% |
| YTD | +11.5% | +33.6% | -22.2% | +3.7% |
| 1Y | +22.3% | +49.3% | -27.0% | +10.4% |
| 3Y | +85.2% | +69.7% | +15.4% | +62.7% |
| All | +85.2% | +71.3% | +13.9% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling