+162.6%
PM vs ABCL
-26.2%
+188.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | +0.5% | -3.3% | +3.8% | +0.5% |
| 30D | -3.2% | -7.1% | +3.9% | -3.2% |
| 3M | +6.2% | +4.7% | +1.5% | +6.3% |
| 6M | +7.7% | +140.9% | -133.2% | +7.7% |
| YTD | +27.3% | +236.0% | -208.7% | +26.8% |
| 1Y | +32.8% | +217.4% | -184.6% | +32.3% |
| 3Y | +150.0% | +188.7% | -38.7% | +147.7% |
| All | +162.6% | -26.2% | +188.8% | +156.5% |
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