+181.0%
ABBV vs PFGC
+111.7%
+69.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -4.1% | -3.7% | -0.4% | -3.7% |
| 30D | +1.2% | -16.0% | +17.1% | +3.3% |
| 3M | +12.1% | -4.1% | +16.2% | +12.6% |
| 6M | +12.0% | +8.7% | +3.3% | +10.7% |
| YTD | +12.4% | +6.4% | +6.1% | +11.3% |
| 1Y | +22.9% | -8.4% | +31.3% | +23.7% |
| 3Y | +86.8% | +61.8% | +25.0% | +76.0% |
| 5Y | +181.0% | +108.7% | +72.3% | +156.8% |
| All | +181.0% | +111.7% | +69.4% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling