+94.6%
PBR vs ABCL
+109.3%
-14.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | +8.6% | +0.7% | +7.9% | +8.5% |
| 30D | +12.8% | +93.1% | -80.3% | +9.2% |
| 3M | +14.7% | +79.4% | -64.8% | +11.0% |
| 6M | +25.2% | +214.9% | -189.7% | +17.0% |
| YTD | +77.1% | +234.2% | -157.1% | +64.0% |
| 1Y | +69.6% | +174.8% | -105.2% | +57.7% |
| All | +94.6% | +109.3% | -14.7% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling