+204.4%
ABT vs PCG
-75.0%
+279.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -2.8% |
| 7D | -3.1% | +5.4% | -8.5% | -3.5% |
| 30D | -2.1% | -15.1% | +13.0% | -1.3% |
| 3M | +17.4% | -9.8% | +27.2% | +17.9% |
| 6M | -2.4% | -18.0% | +15.6% | -1.4% |
| YTD | -14.2% | -7.2% | -7.0% | -14.1% |
| 1Y | -18.3% | +2.9% | -21.2% | -18.8% |
| 3Y | +11.5% | -11.1% | +22.6% | +11.7% |
| 5Y | -9.9% | +61.8% | -71.7% | -12.8% |
| 10Y | +204.4% | -75.2% | +279.5% | +220.4% |
| All | +204.4% | -75.0% | +279.4% | +220.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling