+802.3%
PBF vs ABCL
-79.6%
+881.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -5.2% |
| 7D | -15.3% | +2.3% | -17.6% | -15.5% |
| 30D | -21.8% | -0.7% | -21.1% | -21.9% |
| 3M | -0.2% | +33.4% | -33.6% | -3.4% |
| 6M | +63.6% | +137.8% | -74.2% | +49.0% |
| YTD | +147.5% | +264.3% | -116.8% | +114.3% |
| 1Y | +69.8% | +209.2% | -139.4% | +49.3% |
| 3Y | +65.3% | +208.4% | -143.1% | +38.9% |
| 5Y | +393.4% | -11.9% | +405.3% | +345.7% |
| All | +802.3% | -79.6% | +881.9% | +804.6% |
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 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