+20.7%
ABT vs PCG
-19.3%
+39.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.9% |
| 7D | -1.3% | +2.2% | -3.4% | -1.6% |
| 30D | +6.0% | +0.8% | +5.3% | +5.9% |
| 3M | -1.9% | -23.8% | +21.9% | +2.0% |
| 6M | +31.2% | -19.6% | +50.8% | +34.7% |
| YTD | -11.2% | -16.7% | +5.5% | -9.6% |
| 1Y | -14.0% | -19.4% | +5.4% | -11.9% |
| 3Y | +20.7% | -18.3% | +39.0% | +21.9% |
| All | +20.7% | -19.3% | +39.9% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling