+48.8%
PAAS vs ABCL
-79.6%
+128.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.8% |
| 7D | +4.2% | +2.3% | +1.9% | +3.8% |
| 30D | -13.8% | -0.7% | -13.1% | -14.0% |
| 3M | -22.7% | +33.4% | -56.1% | -26.7% |
| 6M | -32.1% | +137.8% | -169.9% | -42.1% |
| YTD | -22.3% | +264.3% | -286.6% | -38.1% |
| 1Y | +7.7% | +209.2% | -201.5% | -12.5% |
| 3Y | +214.0% | +208.4% | +5.6% | +144.0% |
| 5Y | +63.2% | -11.9% | +75.1% | +40.0% |
| All | +48.8% | -79.6% | +128.4% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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