+197.1%
ABT vs PFG
+251.1%
-54.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.6% |
| 7D | -5.9% | -0.4% | -5.5% | -5.8% |
| 30D | -8.1% | +2.9% | -11.0% | -8.9% |
| 3M | +14.5% | +6.7% | +7.8% | +12.3% |
| 6M | -6.3% | +33.8% | -40.1% | -13.7% |
| YTD | -17.1% | +35.0% | -52.1% | -24.0% |
| 1Y | -21.4% | +46.4% | -67.8% | -29.7% |
| 3Y | +5.9% | +71.7% | -65.7% | -10.9% |
| 5Y | -12.8% | +113.7% | -126.5% | -31.9% |
| All | +197.1% | +251.1% | -54.0% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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