+24.3%
PG vs ABCL
-81.3%
+105.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | +1.9% | +0.7% | +1.1% | +1.9% |
| 30D | -0.2% | +93.1% | -93.3% | +0.2% |
| 3M | +4.8% | +79.4% | -74.6% | +5.3% |
| 6M | -6.1% | +214.9% | -221.0% | -5.4% |
| YTD | +4.5% | +234.2% | -229.8% | +5.4% |
| 1Y | -5.3% | +174.8% | -180.1% | -4.6% |
| 3Y | +2.6% | +104.5% | -101.9% | +3.4% |
| 5Y | +15.6% | -39.0% | +54.6% | +15.2% |
| All | +24.3% | -81.3% | +105.5% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling