+21.5%
ABT vs PR
+89.6%
-68.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.8% | -1.0% |
| 7D | -5.4% | -0.5% | -4.9% | -5.4% |
| 30D | +8.0% | -4.6% | +12.6% | +7.9% |
| 3M | +0.2% | +4.7% | -4.5% | +0.1% |
| 6M | +34.1% | +12.4% | +21.7% | +33.9% |
| YTD | -10.6% | +62.9% | -73.5% | -11.3% |
| 1Y | -11.8% | +70.6% | -82.4% | -12.6% |
| All | +21.5% | +89.6% | -68.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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