+24.2%
ABBV vs PFGC
-9.2%
+33.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +1.8% |
| 7D | -2.0% | -4.8% | +2.8% | -1.2% |
| 30D | +2.0% | -17.2% | +19.2% | +5.0% |
| 3M | +14.2% | -6.3% | +20.5% | +15.4% |
| 6M | +14.1% | +8.8% | +5.2% | +12.3% |
| YTD | +14.2% | +4.9% | +9.3% | +14.3% |
| 1Y | +24.2% | -9.5% | +33.7% | +27.3% |
| All | +24.2% | -9.2% | +33.5% | +27.3% |
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