+30.8%
ABBV vs PFGC
+15.6%
+15.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +1.3% | +3.4% | -2.1% | +0.7% |
| 30D | +4.7% | +16.9% | -12.2% | +1.7% |
| 3M | +18.3% | +6.4% | +11.9% | +16.8% |
| 6M | +43.4% | +16.0% | +27.4% | +39.2% |
| YTD | +33.0% | +23.6% | +9.4% | +30.2% |
| 1Y | +30.8% | +16.6% | +14.2% | +30.7% |
| All | +30.8% | +15.6% | +15.2% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling