+232.9%
ABT vs PCG
-77.2%
+310.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +0.3% | -1.1% | +1.4% | +0.4% |
| 30D | +11.6% | +0.1% | +11.6% | +11.6% |
| 3M | +3.1% | -24.4% | +27.6% | +4.8% |
| 6M | +32.8% | -17.7% | +50.5% | +34.1% |
| YTD | -9.6% | -17.4% | +7.8% | -8.8% |
| 1Y | -10.4% | -19.4% | +9.0% | -9.4% |
| 3Y | +25.8% | -18.6% | +44.4% | +26.7% |
| 5Y | -3.4% | +10.2% | -13.7% | -4.6% |
| 10Y | +232.9% | -76.7% | +309.5% | +246.7% |
| All | +232.9% | -77.2% | +310.1% | +246.7% |
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 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