+182.3%
PM vs ABCL
-81.3%
+263.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -2.0% |
| 7D | -4.9% | +0.7% | -5.6% | -4.9% |
| 30D | -3.4% | +93.1% | -96.5% | -3.1% |
| 3M | +5.2% | +79.4% | -74.3% | +5.5% |
| 6M | +3.7% | +214.9% | -211.2% | +3.7% |
| YTD | +15.8% | +234.2% | -218.4% | +15.7% |
| 1Y | +17.4% | +174.8% | -157.4% | +17.3% |
| 3Y | +116.9% | +104.5% | +12.5% | +116.9% |
| 5Y | +117.3% | -39.0% | +156.3% | +117.8% |
| All | +182.3% | -81.3% | +263.5% | +184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling