+852.2%
PBF vs ABCL
-79.5%
+931.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.2% | -1.8% | +3.0% |
| 7D | -7.4% | +12.4% | -19.8% | -8.2% |
| 30D | -17.5% | -0.4% | -17.1% | -17.6% |
| 3M | +13.1% | +80.4% | -67.3% | +6.4% |
| 6M | +72.6% | +138.5% | -65.9% | +57.2% |
| YTD | +161.2% | +265.5% | -104.3% | +126.1% |
| 1Y | +93.3% | +219.7% | -126.4% | +69.5% |
| 3Y | +80.7% | +209.4% | -128.7% | +51.8% |
| 5Y | +396.1% | -15.0% | +411.1% | +349.2% |
| All | +852.2% | -79.5% | +931.7% | +854.2% |
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