-16.5%
ABT vs PCG
-6.6%
-10.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.9% | -0.7% |
| 7D | -3.7% | -13.9% | +10.2% | -2.0% |
| 30D | +2.5% | -16.9% | +19.3% | +4.6% |
| 3M | +20.2% | -14.7% | +34.9% | +21.9% |
| 6M | -2.9% | -23.8% | +20.9% | +0.6% |
| YTD | -11.9% | -10.5% | -1.4% | -11.7% |
| 1Y | -16.5% | -5.1% | -11.4% | -16.7% |
| All | -16.5% | -6.6% | -10.0% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling