+11.0%
PCG vs ABCL
-80.5%
+91.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.7% | -8.7% | -2.2% |
| 7D | -1.6% | -3.2% | +1.6% | -1.5% |
| 30D | +1.4% | -7.4% | +8.8% | +1.6% |
| 3M | -23.4% | +81.9% | -105.3% | -25.4% |
| 6M | -19.4% | +135.7% | -155.1% | -22.8% |
| YTD | -18.5% | +247.4% | -265.9% | -23.7% |
| 1Y | -19.5% | +162.3% | -181.8% | -23.7% |
| 3Y | -21.0% | +165.5% | -186.5% | -26.7% |
| 5Y | +13.7% | -21.3% | +35.0% | +9.1% |
| All | +11.0% | -80.5% | +91.5% | +12.4% |
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