+615.9%
ABBV vs PFGC
+409.4%
+206.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.8% |
| 7D | -4.3% | -2.4% | -1.9% | -4.0% |
| 30D | +1.1% | -15.8% | +16.9% | +3.1% |
| 3M | +12.3% | -0.6% | +12.9% | +12.3% |
| 6M | +9.8% | +10.7% | -0.9% | +8.3% |
| YTD | +11.5% | +7.6% | +3.8% | +10.2% |
| 1Y | +22.3% | -7.8% | +30.1% | +22.9% |
| 3Y | +85.2% | +63.7% | +21.4% | +73.4% |
| 5Y | +170.8% | +112.3% | +58.6% | +142.6% |
| 10Y | +485.4% | +286.7% | +198.7% | +371.9% |
| All | +615.9% | +409.4% | +206.5% | +443.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling