+113.2%
PFG vs ABCL
-41.3%
+154.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | +5.5% | +0.7% | +4.8% | +5.5% |
| 30D | +2.4% | +93.1% | -90.7% | -4.6% |
| 3M | +13.6% | +79.4% | -65.9% | +5.9% |
| 6M | +27.9% | +214.9% | -187.0% | +11.6% |
| YTD | +35.6% | +234.2% | -198.7% | +16.8% |
| 1Y | +48.5% | +174.8% | -126.3% | +29.2% |
| 3Y | +66.9% | +104.5% | -37.6% | +43.4% |
| All | +113.2% | -41.3% | +154.4% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling