+85.2%
ABBV vs PFGC
+63.1%
+22.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.7% |
| 7D | -4.3% | -2.4% | -1.9% | -3.9% |
| 30D | +1.1% | -15.8% | +16.9% | +4.1% |
| 3M | +12.3% | -0.6% | +12.9% | +12.3% |
| 6M | +9.8% | +10.7% | -0.9% | +7.5% |
| YTD | +11.5% | +7.6% | +3.8% | +9.5% |
| 1Y | +22.3% | -7.8% | +30.1% | +23.4% |
| 3Y | +85.2% | +63.7% | +21.4% | +69.5% |
| All | +85.2% | +63.1% | +22.1% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling