+43.5%
PG vs ABCL
-81.0%
+124.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.2% |
| 7D | +0.6% | +4.4% | -3.8% | +0.6% |
| 30D | +10.5% | -7.9% | +18.4% | +10.5% |
| 3M | +17.4% | +12.2% | +5.2% | +17.5% |
| 6M | +18.4% | +134.7% | -116.3% | +19.2% |
| YTD | +20.7% | +239.8% | -219.1% | +21.7% |
| 1Y | +16.8% | +192.7% | -175.9% | +17.8% |
| 3Y | +20.1% | +187.6% | -167.5% | +21.2% |
| 5Y | +30.4% | -22.6% | +53.1% | +30.5% |
| All | +43.5% | -81.0% | +124.5% | +44.6% |
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 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