-7.4%
ABT vs PR
+273.3%
-280.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.1% |
| 7D | -1.3% | +6.0% | -7.3% | -1.5% |
| 30D | +6.0% | -4.2% | +10.2% | +6.1% |
| 3M | -1.9% | +10.0% | -11.8% | -2.4% |
| 6M | +31.2% | +15.6% | +15.6% | +30.0% |
| YTD | -11.2% | +68.2% | -79.4% | -13.9% |
| 1Y | -14.0% | +79.2% | -93.2% | -16.8% |
| 3Y | +20.7% | +94.9% | -74.2% | +14.6% |
| All | -7.4% | +273.3% | -280.7% | -15.8% |
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