+116.1%
PG vs ABT
+201.3%
-85.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.1% |
| 7D | -0.8% | -5.9% | +5.1% | +1.3% |
| 30D | +0.8% | -8.1% | +8.9% | +3.8% |
| 3M | -1.3% | +14.5% | -15.9% | -6.4% |
| 6M | -3.8% | -6.3% | +2.5% | -2.1% |
| YTD | +3.6% | -17.1% | +20.7% | +9.8% |
| 1Y | -5.7% | -21.4% | +15.6% | +1.8% |
| 3Y | +1.6% | +5.9% | -4.3% | -3.3% |
| 5Y | +14.6% | -12.8% | +27.4% | +16.1% |
| All | +116.1% | +201.3% | -85.1% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling