+65.3%
PBF vs ABCL
+206.1%
-140.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.8% |
| 6M | +63.6% | +137.8% | -74.2% | +47.7% |
| YTD | +147.5% | +264.3% | -116.8% | +109.8% |
| 1Y | +69.8% | +209.2% | -139.4% | +47.0% |
| 3Y | +65.3% | +208.4% | -143.1% | +24.3% |
| All | +65.3% | +206.1% | -140.9% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling