+464.7%
PBR vs ABCL
-79.5%
+544.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -1.3% |
| 7D | -13.3% | +12.4% | -25.7% | -13.9% |
| 30D | -27.5% | -0.4% | -27.1% | -27.6% |
| 3M | +5.2% | +80.4% | -75.2% | +0.6% |
| 6M | -6.4% | +138.5% | -144.9% | -12.7% |
| YTD | +61.6% | +265.5% | -203.9% | +44.8% |
| 1Y | +48.9% | +219.7% | -170.8% | +34.7% |
| 3Y | +70.0% | +209.4% | -139.4% | +48.1% |
| 5Y | +469.0% | -15.0% | +484.0% | +440.6% |
| All | +464.7% | -79.5% | +544.2% | +521.8% |
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 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