+63.3%
PBF vs ABCL
+156.0%
-92.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.3% | -4.1% | -7.1% |
| 7D | -13.8% | -3.2% | -10.6% | -13.5% |
| 30D | -19.6% | -7.4% | -12.2% | -19.3% |
| 3M | +10.3% | +81.9% | -71.7% | +2.8% |
| 6M | +63.4% | +135.7% | -72.3% | +47.3% |
| YTD | +152.6% | +247.4% | -94.7% | +114.6% |
| 1Y | +87.4% | +162.3% | -74.9% | +64.8% |
| 3Y | +63.3% | +165.5% | -102.2% | +25.8% |
| All | +63.3% | +156.0% | -92.8% | +25.8% |
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