+415.4%
PBF vs ABCL
-23.2%
+438.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +2.5% |
| 7D | +4.3% | +4.4% | -0.1% | +3.8% |
| 30D | -21.8% | -7.9% | -14.0% | -21.5% |
| 3M | +1.7% | +12.2% | -10.5% | -0.3% |
| 6M | +69.8% | +134.7% | -65.0% | +53.4% |
| YTD | +167.7% | +239.8% | -72.0% | +129.7% |
| 1Y | +89.0% | +192.7% | -103.7% | +64.7% |
| 3Y | +78.8% | +187.6% | -108.8% | +47.4% |
| 5Y | +415.4% | -22.6% | +438.1% | +381.4% |
| All | +415.4% | -23.2% | +438.6% | +381.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling