+42.8%
PFG vs ABCL
+199.8%
-156.9%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.2% | -1.2% | +3.8% |
| 7D | +2.3% | +12.4% | -10.1% | +1.8% |
| 30D | +7.6% | -0.4% | +8.0% | +7.5% |
| 3M | +2.5% | +80.4% | -77.8% | -1.1% |
| 6M | +16.6% | +138.5% | -121.9% | +9.0% |
| YTD | +34.1% | +265.5% | -231.4% | +17.6% |
| All | +42.8% | +199.8% | -156.9% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling