+29.7%
PM vs ABCL
+198.8%
-169.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -6.6% | +2.3% | -8.9% | -6.5% |
| 30D | -3.4% | -0.7% | -2.8% | -3.3% |
| 3M | +5.3% | +33.4% | -28.1% | +7.7% |
| 6M | +15.5% | +137.8% | -122.3% | +24.4% |
| YTD | +24.3% | +264.3% | -240.1% | +37.5% |
| 1Y | +29.7% | +209.2% | -179.5% | +44.2% |
| All | +29.7% | +198.8% | -169.1% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling