-5.7%
PG vs ABBV
+20.3%
-26.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | +0.8% | +3.4% | -2.5% | +0.3% |
| 3M | -1.3% | +15.2% | -16.5% | -3.5% |
| 6M | -3.8% | +14.7% | -18.5% | -5.8% |
| YTD | +3.6% | +15.2% | -11.6% | +1.2% |
| 1Y | -5.7% | +20.4% | -26.1% | -8.7% |
| All | -5.7% | +20.3% | -26.0% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling