-4.2%
ABT vs PCG
+13.7%
-18.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.3% | -2.8% |
| 7D | +3.5% | -1.6% | +5.1% | +3.9% |
| 30D | +12.0% | +1.4% | +10.6% | +11.7% |
| 3M | +2.5% | -23.4% | +25.8% | +7.5% |
| 6M | +29.1% | -19.4% | +48.5% | +33.4% |
| YTD | -10.1% | -18.5% | +8.4% | -7.5% |
| 1Y | -9.8% | -19.5% | +9.7% | -7.0% |
| 3Y | +23.3% | -21.0% | +44.2% | +25.6% |
| All | -4.2% | +13.7% | -18.0% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling