+504.9%
ABBV vs PNR
+66.2%
+438.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +0.3% | -6.0% | +6.3% | +1.7% |
| 30D | +3.4% | -14.0% | +17.3% | +6.9% |
| 3M | +15.2% | -21.7% | +36.9% | +21.1% |
| 6M | +14.7% | -37.3% | +52.0% | +26.5% |
| YTD | +15.2% | -45.1% | +60.3% | +30.6% |
| 1Y | +20.4% | -49.1% | +69.5% | +39.0% |
| 3Y | +91.3% | -14.8% | +106.2% | +90.7% |
| 5Y | +189.6% | -21.0% | +210.6% | +191.3% |
| All | +504.9% | +66.2% | +438.7% | +362.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling