+71.3%
PAAS vs ABCL
-30.0%
+101.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.4% | +7.2% | -0.6% |
| 7D | -0.4% | -14.9% | +14.5% | +2.1% |
| 30D | -11.6% | -15.4% | +3.7% | -9.4% |
| 3M | -15.6% | +88.0% | -103.6% | -26.3% |
| 6M | -19.1% | +138.8% | -158.0% | -33.2% |
| YTD | -20.9% | +225.4% | -246.4% | -38.6% |
| 1Y | +21.3% | +137.3% | -116.0% | -1.5% |
| 3Y | +177.4% | +136.8% | +40.6% | +113.8% |
| 5Y | +71.3% | -26.2% | +97.6% | +57.8% |
| All | +71.3% | -30.0% | +101.4% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling