+91.3%
ABBV vs PPG
-17.4%
+108.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +0.3% | -6.2% | +6.5% | +1.4% |
| 30D | +3.4% | -7.9% | +11.3% | +4.9% |
| 3M | +15.2% | -10.2% | +25.4% | +17.3% |
| 6M | +14.7% | +2.7% | +12.0% | +13.4% |
| YTD | +15.2% | +4.9% | +10.3% | +12.5% |
| 1Y | +20.4% | -3.2% | +23.6% | +19.7% |
| 3Y | +91.3% | -17.0% | +108.3% | +88.7% |
| All | +91.3% | -17.4% | +108.7% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling