+230.2%
ABT vs PCG
-76.5%
+306.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -5.6% | -2.0% | -3.6% | -5.5% |
| 30D | +5.2% | -2.7% | +7.9% | +5.3% |
| 3M | -2.7% | -25.1% | +22.4% | -1.1% |
| 6M | +28.8% | -22.3% | +51.1% | +30.6% |
| YTD | -12.3% | -18.5% | +6.2% | -11.4% |
| 1Y | -14.7% | -21.8% | +7.2% | -13.6% |
| 3Y | +21.6% | -21.0% | +42.6% | +22.7% |
| 5Y | -7.8% | +8.1% | -15.8% | -8.8% |
| All | +230.2% | -76.5% | +306.7% | +242.4% |
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