+504.9%
ABBV vs PPG
+26.9%
+478.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +0.3% | -6.2% | +6.5% | +2.0% |
| 30D | +3.4% | -7.9% | +11.3% | +5.7% |
| 3M | +15.2% | -10.2% | +25.4% | +18.2% |
| 6M | +14.7% | +2.7% | +12.0% | +12.9% |
| YTD | +15.2% | +4.9% | +10.3% | +12.0% |
| 1Y | +20.4% | -3.2% | +23.6% | +19.7% |
| 3Y | +91.3% | -17.0% | +108.3% | +96.2% |
| 5Y | +189.6% | -23.3% | +212.9% | +197.7% |
| All | +504.9% | +26.9% | +478.0% | +393.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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