-7.1%
PFE vs ABCL
-81.3%
+74.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | +1.8% | +0.7% | +1.0% | +1.7% |
| 30D | +10.2% | +93.1% | -82.8% | +6.1% |
| 3M | +12.7% | +79.4% | -66.8% | +8.6% |
| 6M | +10.5% | +214.9% | -204.3% | +3.0% |
| YTD | +20.2% | +234.2% | -214.1% | +11.1% |
| 1Y | +24.1% | +174.8% | -150.7% | +15.7% |
| 3Y | -3.6% | +104.5% | -108.0% | -11.0% |
| 5Y | -20.9% | -39.0% | +18.1% | -26.0% |
| All | -7.1% | -81.3% | +74.1% | -11.7% |
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