+763.8%
ABT vs PFG
+996.3%
-232.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.9% |
| 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% | +30.3% |
| YTD | -10.6% | +33.2% | -43.8% | -15.5% |
| 1Y | -11.8% | +40.6% | -52.4% | -17.5% |
| 3Y | +23.9% | +83.3% | -59.5% | +9.4% |
| 5Y | -5.1% | +97.7% | -102.9% | -17.9% |
| 10Y | +228.6% | +189.9% | +38.7% | +154.3% |
| All | +763.8% | +996.3% | -232.5% | +361.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling