+917.7%
PBF vs ABCL
-81.3%
+999.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | +4.3% | +0.7% | +3.6% | +4.2% |
| 30D | +22.0% | +93.1% | -71.1% | +14.6% |
| 3M | +74.5% | +79.4% | -4.9% | +64.0% |
| 6M | +67.7% | +214.9% | -147.2% | +48.7% |
| YTD | +179.2% | +234.2% | -55.0% | +144.6% |
| 1Y | +170.0% | +174.8% | -4.8% | +139.8% |
| 3Y | +66.4% | +104.5% | -38.1% | +44.9% |
| 5Y | +764.5% | -39.0% | +803.5% | +700.7% |
| All | +917.7% | -81.3% | +999.0% | +932.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling