+219.8%
ABT vs PR
+147.8%
+72.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -1.6% |
| 7D | +8.6% | -16.5% | +25.2% | +8.7% |
| 30D | +16.4% | -4.5% | +21.0% | +16.4% |
| 3M | +8.1% | +8.5% | -0.4% | +8.1% |
| 6M | +32.1% | -3.3% | +35.4% | +32.0% |
| YTD | -7.1% | +55.7% | -62.8% | -7.3% |
| 1Y | -6.5% | +82.0% | -88.6% | -6.8% |
| 3Y | +26.2% | +62.5% | -36.2% | +25.8% |
| 5Y | +0.9% | +223.9% | -223.0% | +0.4% |
| 10Y | +250.7% | +64.2% | +186.5% | +316.7% |
| All | +219.8% | +147.8% | +72.0% | +277.4% |
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