+519.2%
PBR vs ABCL
-81.3%
+600.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | +8.6% | +0.7% | +7.9% | +8.5% |
| 30D | +12.8% | +93.1% | -80.3% | +7.7% |
| 3M | +14.7% | +79.4% | -64.8% | +9.5% |
| 6M | +25.2% | +214.9% | -189.7% | +14.3% |
| YTD | +77.1% | +234.2% | -157.1% | +60.1% |
| 1Y | +69.6% | +174.8% | -105.2% | +54.4% |
| 3Y | +95.6% | +104.5% | -8.9% | +76.2% |
| 5Y | +501.8% | -39.0% | +540.8% | +487.2% |
| All | +519.2% | -81.3% | +600.4% | +587.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling