+464.4%
PBR vs ABCL
-81.2%
+545.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | -1.0% | -3.3% | +2.3% | -0.9% |
| 30D | -29.3% | -7.1% | -22.2% | -29.1% |
| 3M | +5.5% | +4.7% | +0.8% | +4.7% |
| 6M | -2.9% | +140.9% | -143.8% | -9.7% |
| YTD | +61.5% | +236.0% | -174.5% | +45.4% |
| 1Y | +46.9% | +217.4% | -170.6% | +32.7% |
| 3Y | +66.4% | +188.7% | -122.3% | +45.5% |
| 5Y | +460.3% | -23.5% | +483.8% | +436.2% |
| All | +464.4% | -81.2% | +545.6% | +524.4% |
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