+124.5%
PLTU vs ABCL
+275.1%
-150.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | -11.6% | +1.4% | -13.0% | -12.1% |
| 30D | -4.6% | +65.1% | -69.7% | -28.4% |
| 3M | +33.7% | +111.1% | -77.3% | -15.4% |
| 6M | -9.4% | +231.6% | -241.0% | -56.6% |
| YTD | -34.7% | +234.5% | -269.2% | -69.4% |
| 1Y | -23.2% | +174.3% | -197.6% | -60.9% |
| All | +124.5% | +275.1% | -150.6% | -22.0% |
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