+21.9%
PCG vs ABCL
-81.3%
+103.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.5% |
| 7D | -13.9% | +0.7% | -14.6% | -13.9% |
| 30D | -16.9% | +93.1% | -109.9% | -19.2% |
| 3M | -14.7% | +79.4% | -94.2% | -17.0% |
| 6M | -23.8% | +214.9% | -238.7% | -28.0% |
| YTD | -10.5% | +234.2% | -244.7% | -16.0% |
| 1Y | -5.1% | +174.8% | -179.9% | -10.3% |
| 3Y | -11.6% | +104.5% | -116.1% | -16.9% |
| 5Y | +59.0% | -39.0% | +98.0% | +53.6% |
| All | +21.9% | -81.3% | +103.1% | +23.8% |
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