+43.2%
PBR vs ABCL
+197.3%
-154.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -2.5% |
| 7D | -9.1% | -2.7% | -6.4% | -9.1% |
| 30D | -29.9% | -5.4% | -24.5% | -29.9% |
| 3M | +2.3% | +22.4% | -20.1% | +2.5% |
| 6M | -10.9% | +127.6% | -138.5% | -10.1% |
| YTD | +56.9% | +249.4% | -192.5% | +54.8% |
| All | +43.2% | +197.3% | -154.0% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling