+499.9%
ABBV vs PFGC
+294.6%
+205.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +1.8% |
| 7D | -2.0% | -4.8% | +2.8% | -1.4% |
| 30D | +2.0% | -17.2% | +19.2% | +4.2% |
| 3M | +14.2% | -6.3% | +20.5% | +15.0% |
| 6M | +14.1% | +8.8% | +5.2% | +12.8% |
| YTD | +14.2% | +4.9% | +9.3% | +13.3% |
| 1Y | +24.2% | -9.5% | +33.7% | +25.2% |
| 3Y | +89.8% | +59.6% | +30.2% | +78.5% |
| 5Y | +187.2% | +113.5% | +73.7% | +157.7% |
| All | +499.9% | +294.6% | +205.3% | +383.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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