+457.0%
PBR vs ABCL
-81.0%
+538.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.3% | +1.7% |
| 7D | -3.7% | +4.4% | -8.1% | -4.0% |
| 30D | -29.0% | -7.9% | -21.2% | -28.8% |
| 3M | +4.9% | +12.2% | -7.3% | +3.6% |
| 6M | -8.4% | +134.7% | -143.2% | -14.6% |
| YTD | +59.4% | +239.8% | -180.4% | +43.4% |
| 1Y | +45.5% | +192.7% | -147.2% | +32.3% |
| 3Y | +67.4% | +187.6% | -120.2% | +46.4% |
| 5Y | +453.0% | -22.6% | +475.6% | +428.8% |
| All | +457.0% | -81.0% | +538.0% | +515.8% |
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