+165.8%
PM vs ABCL
-21.8%
+187.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | +5.2% | +81.9% | -76.7% | +5.5% |
| 6M | +17.0% | +135.7% | -118.7% | +17.1% |
| YTD | +25.5% | +247.4% | -221.9% | +25.0% |
| 1Y | +35.5% | +162.3% | -126.7% | +35.5% |
| 3Y | +143.9% | +165.5% | -21.6% | +142.7% |
| All | +165.8% | -21.8% | +187.6% | +164.8% |
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