-2.5%
PFE vs ABT
+12.2%
-14.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +1.8% | -3.7% | +5.4% | +2.6% |
| 30D | +10.2% | +2.5% | +7.8% | +9.6% |
| 3M | +12.7% | +20.2% | -7.5% | +7.6% |
| 6M | +10.5% | -2.9% | +13.5% | +11.8% |
| YTD | +20.2% | -11.9% | +32.1% | +24.7% |
| 1Y | +24.1% | -16.5% | +40.6% | +30.7% |
| All | -2.5% | +12.2% | -14.7% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 3y: compounded portfolio wealth divided by compounded ABT 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…
3y analysis · Full analysis span regression · 6 months rolling