+13.2%
PCG vs ABCL
-79.6%
+92.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -0.5% | +2.3% | -2.8% | -0.6% |
| 30D | +0.8% | -0.7% | +1.4% | +0.7% |
| 3M | -22.0% | +33.4% | -55.4% | -23.1% |
| 6M | -17.1% | +137.8% | -154.9% | -20.6% |
| YTD | -16.9% | +264.3% | -281.2% | -22.4% |
| 1Y | -19.1% | +209.2% | -228.2% | -23.8% |
| 3Y | -19.4% | +208.4% | -227.9% | -25.8% |
| 5Y | +9.0% | -11.9% | +20.9% | +4.3% |
| All | +13.2% | -79.6% | +92.8% | +14.4% |
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 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