+170.8%
ABBV vs PWR
+458.8%
-288.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -3.1% |
| 7D | -4.3% | +4.5% | -8.8% | -4.5% |
| 30D | +1.1% | -4.9% | +6.0% | +1.2% |
| 3M | +12.3% | -7.9% | +20.2% | +12.6% |
| 6M | +9.8% | +18.3% | -8.6% | +8.6% |
| YTD | +11.5% | +51.5% | -40.1% | +9.0% |
| 1Y | +22.3% | +70.3% | -48.1% | +18.8% |
| 3Y | +85.2% | +210.6% | -125.4% | +70.6% |
| 5Y | +170.8% | +456.7% | -285.8% | +135.7% |
| All | +170.8% | +458.8% | -288.0% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling