+96.4%
PBF vs ABCL
+198.4%
-102.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | +6.5% | -3.3% | +9.7% | +6.5% |
| 30D | -20.0% | -7.1% | -12.9% | -20.0% |
| 3M | -3.3% | +4.7% | -8.1% | -3.8% |
| 6M | +76.8% | +140.9% | -64.1% | +76.6% |
| YTD | +168.9% | +236.0% | -67.0% | +166.3% |
| 1Y | +96.4% | +217.4% | -121.0% | +97.6% |
| All | +96.4% | +198.4% | -102.1% | +97.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling