+75.0%
PFG vs ABCL
+156.0%
-81.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.4% | -2.1% |
| 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% | -7.9% |
| 6M | +10.9% | +135.7% | -124.8% | +2.4% |
| YTD | +28.8% | +247.4% | -218.5% | +14.3% |
| 1Y | +39.2% | +162.3% | -123.1% | +26.0% |
| 3Y | +75.0% | +165.5% | -90.4% | +49.5% |
| All | +75.0% | +156.0% | -81.0% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling