+116.1%
PG vs ABBV
+515.4%
-399.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +0.8% | +3.4% | -2.5% | 0.0% |
| 3M | -1.3% | +15.2% | -16.5% | -4.9% |
| 6M | -3.8% | +14.7% | -18.5% | -7.3% |
| YTD | +3.6% | +15.2% | -11.6% | -0.4% |
| 1Y | -5.7% | +20.4% | -26.1% | -10.5% |
| 3Y | +1.6% | +91.3% | -89.8% | -15.0% |
| 5Y | +14.6% | +189.6% | -175.0% | -13.5% |
| All | +116.1% | +515.4% | -399.3% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 10y: compounded portfolio wealth divided by compounded ABBV 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…
10y analysis · Full analysis span regression · 6 months rolling