+190.4%
PFG vs ABCL
-79.5%
+269.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.2% | -1.2% | +3.7% |
| 7D | +2.3% | +12.4% | -10.1% | +1.4% |
| 30D | +7.6% | -0.4% | +8.0% | +7.4% |
| 3M | +2.5% | +80.4% | -77.8% | -3.0% |
| 6M | +16.6% | +138.5% | -121.9% | +6.8% |
| YTD | +34.1% | +265.5% | -231.4% | +17.5% |
| 1Y | +44.1% | +219.7% | -175.6% | +27.5% |
| 3Y | +86.3% | +209.4% | -123.1% | +58.3% |
| 5Y | +101.6% | -15.0% | +116.6% | +82.4% |
| All | +190.4% | -79.5% | +269.9% | +173.4% |
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