+201.2%
PM vs ABCL
-79.5%
+280.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.2% | -7.6% | -2.4% |
| 7D | -7.3% | +12.4% | -19.7% | -7.2% |
| 30D | -4.0% | -0.4% | -3.7% | -4.0% |
| 3M | +2.7% | +80.4% | -77.6% | +3.0% |
| 6M | +14.9% | +138.5% | -123.7% | +15.2% |
| YTD | +23.5% | +265.5% | -242.0% | +23.5% |
| 1Y | +30.4% | +219.7% | -189.3% | +30.5% |
| 3Y | +143.2% | +209.4% | -66.2% | +142.4% |
| 5Y | +159.5% | -15.0% | +174.5% | +160.6% |
| All | +201.2% | -79.5% | +280.7% | +203.9% |
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