+21.3%
PG vs ABCL
-82.9%
+104.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.6% | +0.2% |
| 7D | -2.7% | -9.6% | +6.9% | -2.8% |
| 30D | -1.5% | +7.2% | -8.7% | -1.5% |
| 3M | -3.4% | +105.5% | -108.9% | -2.8% |
| 6M | -7.0% | +193.0% | -200.0% | -6.3% |
| YTD | +2.0% | +205.8% | -203.9% | +2.8% |
| 1Y | -6.5% | +144.4% | -150.9% | -5.8% |
| 3Y | +1.2% | +93.3% | -92.2% | +2.0% |
| 5Y | +12.8% | -44.9% | +57.7% | +12.3% |
| All | +21.3% | -82.9% | +104.2% | +22.1% |
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