+557.9%
PBR vs ABCL
-82.9%
+640.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.3% | +7.5% | +2.5% |
| 7D | +4.2% | -9.6% | +13.8% | +4.9% |
| 30D | +22.7% | +7.2% | +15.6% | +21.9% |
| 3M | +21.5% | +105.5% | -84.0% | +14.9% |
| 6M | +24.0% | +193.0% | -169.0% | +13.7% |
| YTD | +88.2% | +205.8% | -117.6% | +71.0% |
| 1Y | +74.8% | +144.4% | -69.6% | +60.4% |
| 3Y | +105.1% | +93.3% | +11.8% | +85.3% |
| 5Y | +572.2% | -44.9% | +617.2% | +560.3% |
| All | +557.9% | -82.9% | +640.8% | +634.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling