+70.8%
PAAS vs ABCL
-21.8%
+92.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.7% | -5.3% | +0.3% |
| 7D | +8.4% | -3.2% | +11.6% | +8.7% |
| 30D | -7.2% | -7.4% | +0.2% | -6.4% |
| 3M | -14.0% | +81.9% | -95.9% | -24.3% |
| 6M | -26.8% | +135.7% | -162.5% | -39.4% |
| YTD | -19.8% | +247.4% | -267.2% | -38.4% |
| 1Y | +22.8% | +162.3% | -139.4% | -1.9% |
| 3Y | +183.6% | +165.5% | +18.2% | +114.6% |
| All | +70.8% | -21.8% | +92.6% | +55.6% |
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