+488.6%
PBR vs ABCL
-21.8%
+510.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.7% | -8.2% | -1.7% |
| 7D | -16.0% | -3.2% | -12.8% | -15.9% |
| 30D | -22.8% | -7.4% | -15.4% | -22.6% |
| 3M | +3.0% | +81.9% | -78.9% | -0.7% |
| 6M | -8.1% | +135.7% | -143.8% | -13.1% |
| YTD | +63.1% | +247.4% | -184.2% | +49.5% |
| 1Y | +59.3% | +162.3% | -103.0% | +48.4% |
| 3Y | +66.1% | +165.5% | -99.3% | +49.2% |
| All | +488.6% | -21.8% | +510.3% | +472.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling