+3,899.5%
PG vs ABT
+6,545.4%
-2,646.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.4% | -4.7% | +1.4% | -1.8% |
| 30D | -2.6% | -3.1% | +0.5% | -1.6% |
| 3M | -3.3% | +16.1% | -19.5% | -8.5% |
| 6M | -6.7% | -5.3% | -1.4% | -5.6% |
| YTD | +1.7% | -14.4% | +16.2% | +6.2% |
| 1Y | -7.9% | -18.4% | +10.5% | -2.4% |
| 3Y | +0.9% | +11.2% | -10.3% | -4.8% |
| 5Y | +12.6% | -9.4% | +22.0% | +12.7% |
| 10Y | +117.2% | +209.7% | -92.6% | +39.7% |
| All | +3,899.5% | +6,545.4% | -2,646.0% | +547.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling