+159.0%
PM vs ABCL
-8.0%
+167.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -6.6% | +2.3% | -8.9% | -6.6% |
| 30D | -3.4% | -0.7% | -2.8% | -3.4% |
| 3M | +5.3% | +33.4% | -28.1% | +5.4% |
| 6M | +15.5% | +137.8% | -122.3% | +15.7% |
| YTD | +24.3% | +264.3% | -240.1% | +23.7% |
| 1Y | +29.7% | +209.2% | -179.5% | +29.5% |
| 3Y | +144.9% | +208.4% | -63.5% | +142.7% |
| 5Y | +159.0% | -11.9% | +170.9% | +159.7% |
| All | +159.0% | -8.0% | +167.0% | +159.7% |
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