+6,642.4%
ABT vs PCG
+103.4%
+6,539.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.9% | -0.7% |
| 7D | -3.7% | -13.9% | +10.2% | -2.3% |
| 30D | +2.5% | -16.9% | +19.3% | +4.3% |
| 3M | +20.2% | -14.7% | +34.9% | +21.9% |
| 6M | -2.9% | -23.8% | +20.9% | -0.4% |
| YTD | -11.9% | -10.5% | -1.4% | -11.3% |
| 1Y | -16.5% | -5.1% | -11.4% | -16.6% |
| 3Y | +12.1% | -11.6% | +23.7% | +12.4% |
| 5Y | -7.4% | +59.0% | -66.4% | -13.5% |
| 10Y | +210.7% | -75.7% | +286.4% | +221.2% |
| All | +6,642.4% | +103.4% | +6,539.0% | +3,288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling