-9.9%
ABT vs PFG
+110.7%
-120.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.2% |
| 7D | -3.1% | +6.0% | -9.1% | -4.7% |
| 30D | -2.1% | +2.2% | -4.3% | -2.8% |
| 3M | +17.4% | +10.4% | +7.1% | +14.2% |
| 6M | -2.4% | +27.8% | -30.2% | -8.7% |
| YTD | -14.2% | +33.6% | -47.9% | -21.0% |
| 1Y | -18.3% | +49.3% | -67.6% | -27.2% |
| 3Y | +11.5% | +69.7% | -58.2% | -6.2% |
| 5Y | -9.9% | +111.3% | -121.2% | -28.6% |
| All | -9.9% | +110.7% | -120.6% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling