+21.5%
ABT vs PFG
+84.5%
-63.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.8% |
| 7D | -5.4% | -2.2% | -3.2% | -5.0% |
| 30D | +8.0% | +6.4% | +1.6% | +6.8% |
| 3M | +0.2% | +2.2% | -2.0% | -0.3% |
| 6M | +34.1% | +16.3% | +17.9% | +30.4% |
| YTD | -10.6% | +33.2% | -43.8% | -15.4% |
| 1Y | -11.8% | +40.6% | -52.4% | -17.4% |
| All | +21.5% | +84.5% | -63.0% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling