+604.1%
ABBV vs PFGC
+351.0%
+253.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +1.3% | +3.4% | -2.1% | +0.9% |
| 30D | +4.7% | +16.9% | -12.2% | +2.7% |
| 3M | +18.3% | +6.4% | +11.9% | +17.3% |
| 6M | +43.4% | +16.0% | +27.4% | +40.6% |
| YTD | +33.0% | +23.6% | +9.4% | +29.2% |
| 1Y | +30.8% | +16.6% | +14.2% | +27.9% |
| 3Y | +135.1% | +82.3% | +52.9% | +117.4% |
| 5Y | +201.2% | +138.7% | +62.5% | +166.5% |
| All | +604.1% | +351.0% | +253.1% | +468.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling