+31.0%
PG vs ABCL
-26.2%
+57.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.0% |
| 7D | +2.7% | -3.3% | +5.9% | +2.6% |
| 30D | +9.2% | -7.1% | +16.3% | +9.2% |
| 3M | +18.5% | +4.7% | +13.7% | +18.5% |
| 6M | +21.1% | +140.9% | -119.8% | +21.2% |
| YTD | +21.9% | +236.0% | -214.0% | +22.1% |
| 1Y | +18.1% | +217.4% | -199.3% | +18.2% |
| 3Y | +20.6% | +188.7% | -168.1% | +20.3% |
| All | +31.0% | -26.2% | +57.2% | +25.2% |
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