+14.5%
ABT vs PCG
-12.4%
+26.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.9% | -0.8% |
| 7D | -3.7% | -13.9% | +10.2% | -1.7% |
| 30D | +2.5% | -16.9% | +19.3% | +5.1% |
| 3M | +20.2% | -14.7% | +34.9% | +22.5% |
| 6M | -2.9% | -23.8% | +20.9% | +1.0% |
| YTD | -11.9% | -10.5% | -1.4% | -11.2% |
| 1Y | -16.5% | -5.1% | -11.4% | -16.9% |
| All | +14.5% | -12.4% | +26.9% | +15.8% |
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