+5.9%
ABT vs PBR
+99.7%
-93.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.4% |
| 7D | -5.9% | +5.4% | -11.3% | -5.8% |
| 30D | -8.1% | +22.9% | -30.9% | -7.8% |
| 3M | +14.5% | +19.6% | -5.1% | +14.9% |
| 6M | -6.3% | +16.5% | -22.8% | -6.2% |
| YTD | -17.1% | +86.7% | -103.8% | -18.1% |
| 1Y | -21.4% | +74.7% | -96.1% | -22.1% |
| 3Y | +5.9% | +102.6% | -96.6% | +2.2% |
| All | +5.9% | +99.7% | -93.8% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling