-4.5%
ABT vs PR
+227.5%
-232.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | +1.0% | -9.5% | +10.5% | +1.3% |
| 30D | +11.6% | -5.7% | +17.3% | +11.7% |
| 3M | +2.3% | +3.0% | -0.7% | +2.0% |
| 6M | +32.7% | +11.8% | +20.9% | +31.7% |
| YTD | -9.6% | +58.5% | -68.1% | -12.1% |
| 1Y | -10.1% | +69.9% | -80.0% | -12.9% |
| 3Y | +25.2% | +84.9% | -59.7% | +19.1% |
| 5Y | -4.5% | +246.4% | -251.0% | -13.0% |
| All | -4.5% | +227.5% | -232.1% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling