+197.1%
ABT vs PBR
+697.0%
-499.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.3% |
| 7D | -5.9% | +5.4% | -11.3% | -6.3% |
| 30D | -8.1% | +22.9% | -30.9% | -9.8% |
| 3M | +14.5% | +19.6% | -5.1% | +12.5% |
| 6M | -6.3% | +16.5% | -22.8% | -7.9% |
| YTD | -17.1% | +86.7% | -103.8% | -22.3% |
| 1Y | -21.4% | +74.7% | -96.1% | -25.8% |
| 3Y | +5.9% | +102.6% | -96.6% | -2.6% |
| 5Y | -12.8% | +566.6% | -579.3% | -32.1% |
| All | +197.1% | +697.0% | -499.8% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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