+1,118.6%
ABBV vs PNC
+518.8%
+599.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.7% |
| 7D | -4.3% | +2.3% | -6.6% | -4.9% |
| 30D | +1.1% | -3.8% | +4.9% | +2.2% |
| 3M | +12.3% | +7.8% | +4.5% | +9.7% |
| 6M | +9.8% | +19.7% | -9.9% | +4.0% |
| YTD | +11.5% | +19.1% | -7.7% | +5.2% |
| 1Y | +22.3% | +23.1% | -0.9% | +14.1% |
| 3Y | +85.2% | +132.1% | -47.0% | +39.6% |
| 5Y | +170.8% | +52.2% | +118.6% | +127.8% |
| 10Y | +485.4% | +271.4% | +214.0% | +214.7% |
| All | +1,118.6% | +518.8% | +599.7% | +412.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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