+93.7%
PFG vs ABCL
-23.2%
+116.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.2% |
| 7D | +0.1% | +4.4% | -4.3% | -0.3% |
| 30D | +5.0% | -7.9% | +12.8% | +5.5% |
| 3M | +0.1% | +12.2% | -12.2% | -1.8% |
| 6M | +13.8% | +134.7% | -121.0% | +1.7% |
| YTD | +31.2% | +239.8% | -208.5% | +11.4% |
| 1Y | +37.1% | +192.7% | -155.6% | +18.1% |
| 3Y | +80.6% | +187.6% | -107.0% | +46.5% |
| 5Y | +93.7% | -22.6% | +116.3% | +79.5% |
| All | +93.7% | -23.2% | +116.9% | +79.5% |
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 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