-11.6%
ABT vs PSX
+357.6%
-369.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -5.0% | +1.5% | -6.5% | -5.1% |
| 30D | -5.8% | +15.8% | -21.6% | -6.7% |
| 3M | +16.7% | +43.0% | -26.3% | +13.9% |
| 6M | -5.2% | +61.1% | -66.3% | -8.4% |
| YTD | -16.0% | +104.5% | -120.5% | -20.3% |
| 1Y | -18.3% | +102.5% | -120.8% | -22.4% |
| 3Y | +9.2% | +133.5% | -124.3% | +1.3% |
| 5Y | -11.6% | +367.0% | -378.5% | -17.8% |
| All | -11.6% | +357.6% | -369.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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