+181.0%
ABBV vs PSA
+10.8%
+170.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.4% |
| 7D | -4.1% | -2.2% | -1.9% | -3.6% |
| 30D | +1.2% | -9.6% | +10.7% | +3.8% |
| 3M | +12.1% | -7.9% | +20.0% | +14.4% |
| 6M | +12.0% | -2.0% | +14.0% | +12.4% |
| YTD | +12.4% | +15.7% | -3.3% | +8.0% |
| 1Y | +22.9% | +5.8% | +17.2% | +20.9% |
| 3Y | +86.8% | +21.6% | +65.2% | +78.4% |
| 5Y | +181.0% | +13.1% | +167.9% | +181.7% |
| All | +181.0% | +10.8% | +170.2% | +181.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling