+1,354.0%
ABBV vs PSA
+282.9%
+1,071.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.3% | -1.4% | +2.7% | +1.7% |
| 30D | +4.7% | +15.2% | -10.5% | +0.3% |
| 3M | +18.3% | +2.2% | +16.1% | +17.4% |
| 6M | +43.4% | +11.7% | +31.7% | +38.4% |
| YTD | +33.0% | +32.0% | +1.0% | +21.5% |
| 1Y | +30.8% | +26.3% | +4.5% | +21.1% |
| 3Y | +135.1% | +52.4% | +82.8% | +104.2% |
| 5Y | +201.2% | +26.3% | +175.0% | +172.0% |
| 10Y | +602.7% | +132.3% | +470.4% | +390.3% |
| All | +1,354.0% | +282.9% | +1,071.0% | +615.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling