+191.9%
PFG vs ABCL
-79.6%
+271.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +3.0% | +2.3% | +0.7% | +2.8% |
| 30D | +8.2% | -0.7% | +8.8% | +8.0% |
| 3M | +2.7% | +33.4% | -30.7% | -0.2% |
| 6M | +17.2% | +137.8% | -120.6% | +7.4% |
| YTD | +34.8% | +264.3% | -229.6% | +18.1% |
| 1Y | +43.6% | +209.2% | -165.6% | +27.4% |
| 3Y | +85.4% | +208.4% | -123.0% | +57.6% |
| 5Y | +102.2% | -11.9% | +114.0% | +82.9% |
| All | +191.9% | -79.6% | +271.5% | +174.9% |
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