+179.2%
PFG vs ABCL
-80.5%
+259.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.4% | -2.2% |
| 7D | -0.6% | -3.2% | +2.5% | -0.5% |
| 30D | +2.0% | -7.4% | +9.4% | +2.3% |
| 3M | -3.2% | +81.9% | -85.1% | -8.5% |
| 6M | +10.9% | +135.7% | -124.8% | +1.6% |
| YTD | +28.8% | +247.4% | -218.5% | +13.3% |
| 1Y | +39.2% | +162.3% | -123.1% | +25.0% |
| 3Y | +75.0% | +165.5% | -90.4% | +50.6% |
| 5Y | +91.9% | -21.3% | +113.2% | +74.4% |
| All | +179.2% | -80.5% | +259.7% | +163.8% |
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 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