+602.8%
ABBV vs PWR
+1,857.9%
-1,255.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +2.2% | +19.1% | -16.9% | -0.3% |
| 30D | +8.0% | -12.0% | +20.0% | +9.3% |
| 3M | +19.1% | -10.6% | +29.7% | +20.0% |
| 6M | +43.5% | -20.8% | +64.4% | +46.7% |
| YTD | +32.7% | +43.7% | -11.0% | +22.2% |
| 1Y | +30.0% | +35.0% | -5.0% | +20.8% |
| 3Y | +134.7% | +249.4% | -114.7% | +74.9% |
| 5Y | +200.6% | +422.1% | -221.5% | +96.7% |
| All | +602.8% | +1,857.9% | -1,255.1% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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