+1,020.8%
ABT vs PBR
+1,873.9%
-853.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -4.7% | +0.3% | -5.1% | -4.8% |
| 30D | -3.1% | +17.5% | -20.7% | -4.8% |
| 3M | +16.1% | +20.9% | -4.8% | +13.6% |
| 6M | -5.3% | +20.2% | -25.6% | -7.6% |
| YTD | -14.4% | +84.3% | -98.7% | -20.3% |
| 1Y | -18.4% | +77.1% | -95.5% | -23.8% |
| 3Y | +11.2% | +100.8% | -89.6% | +1.4% |
| 5Y | -9.4% | +556.1% | -565.5% | -29.6% |
| 10Y | +209.7% | +676.1% | -466.3% | +118.5% |
| All | +1,020.8% | +1,873.9% | -853.1% | +472.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling