+166.6%
PM vs ABCL
-30.0%
+196.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.4% | +4.7% | -4.7% |
| 7D | -3.4% | -14.9% | +11.6% | -3.4% |
| 30D | +5.8% | -15.4% | +21.2% | +5.8% |
| 3M | +6.7% | +88.0% | -81.4% | +6.9% |
| 6M | +19.9% | +138.8% | -118.9% | +19.9% |
| YTD | +27.8% | +225.4% | -197.6% | +27.3% |
| 1Y | +39.4% | +137.3% | -97.9% | +39.5% |
| 3Y | +146.9% | +136.8% | +10.1% | +146.1% |
| 5Y | +166.6% | -26.2% | +192.9% | +165.5% |
| All | +166.6% | -30.0% | +196.7% | +165.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling