+203.9%
PG vs ABBV
+1,136.0%
-932.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | -3.4% | -4.1% | +0.7% | -2.5% |
| 30D | -2.6% | +1.2% | -3.8% | -2.9% |
| 3M | -3.3% | +12.1% | -15.4% | -5.8% |
| 6M | -6.7% | +12.0% | -18.7% | -9.2% |
| YTD | +1.7% | +12.4% | -10.7% | -1.2% |
| 1Y | -7.9% | +22.9% | -30.9% | -12.4% |
| 3Y | +0.9% | +86.8% | -85.8% | -13.0% |
| 5Y | +12.6% | +181.0% | -168.4% | -10.8% |
| 10Y | +117.2% | +497.0% | -379.8% | +49.1% |
| All | +203.9% | +1,136.0% | -932.1% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling