+208.6%
PM vs ABCL
-80.5%
+289.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.7% | -8.5% | -1.8% |
| 7D | -5.2% | -3.2% | -2.0% | -5.2% |
| 30D | +2.7% | -7.4% | +10.1% | +2.7% |
| 3M | +6.1% | +81.9% | -75.8% | +6.4% |
| 6M | +18.0% | +135.7% | -117.7% | +18.3% |
| YTD | +26.6% | +247.4% | -220.8% | +26.5% |
| 1Y | +36.7% | +162.3% | -125.6% | +37.0% |
| 3Y | +146.0% | +165.5% | -19.5% | +145.5% |
| 5Y | +164.1% | -21.3% | +185.4% | +165.1% |
| All | +208.6% | -80.5% | +289.2% | +211.3% |
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