+209.5%
ABT vs PR
+152.6%
+56.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.2% | -3.2% |
| 7D | +3.5% | -16.4% | +19.9% | +3.6% |
| 30D | +12.0% | -1.9% | +13.9% | +12.0% |
| 3M | +2.5% | +8.0% | -5.5% | +2.4% |
| 6M | +29.1% | +4.1% | +25.0% | +29.0% |
| YTD | -10.1% | +58.7% | -68.8% | -10.3% |
| 1Y | -9.8% | +75.8% | -85.7% | -10.1% |
| 3Y | +23.3% | +73.2% | -49.9% | +22.8% |
| 5Y | -2.4% | +230.1% | -232.5% | -2.8% |
| 10Y | +239.4% | +67.4% | +172.0% | +303.2% |
| All | +209.5% | +152.6% | +56.9% | +265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling