+499.9%
ABBV vs PSA
+101.3%
+398.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | -3.6% | +1.6% | -1.0% |
| 30D | +2.0% | -9.4% | +11.3% | +4.6% |
| 3M | +14.2% | -8.2% | +22.4% | +16.7% |
| 6M | +14.1% | -1.8% | +15.9% | +14.4% |
| YTD | +14.2% | +15.7% | -1.5% | +9.5% |
| 1Y | +24.2% | +6.3% | +17.9% | +21.7% |
| 3Y | +89.8% | +21.6% | +68.2% | +78.8% |
| 5Y | +187.2% | +13.5% | +173.7% | +171.7% |
| All | +499.9% | +101.3% | +398.6% | +380.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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