+185.8%
PFG vs ABCL
-81.2%
+267.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +2.4% | -3.3% | +5.7% | +2.6% |
| 30D | +5.9% | -7.1% | +13.0% | +6.2% |
| 3M | -0.4% | +4.7% | -5.2% | -1.4% |
| 6M | +14.8% | +140.9% | -126.0% | +5.0% |
| YTD | +31.9% | +236.0% | -204.0% | +16.3% |
| 1Y | +38.8% | +217.4% | -178.6% | +22.9% |
| 3Y | +82.4% | +188.7% | -106.3% | +55.8% |
| 5Y | +94.7% | -23.5% | +118.2% | +77.4% |
| All | +185.8% | -81.2% | +267.0% | +170.7% |
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 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