+109.6%
PNC vs ABCL
-81.3%
+190.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +1.4% | +0.7% | +0.7% | +1.3% |
| 30D | -3.8% | +93.1% | -96.9% | -9.1% |
| 3M | +9.0% | +79.4% | -70.4% | +3.2% |
| 6M | +16.6% | +214.9% | -198.2% | +4.9% |
| YTD | +20.4% | +234.2% | -213.8% | +7.1% |
| 1Y | +22.3% | +174.8% | -152.4% | +9.6% |
| 3Y | +124.5% | +104.5% | +20.1% | +98.2% |
| 5Y | +54.1% | -39.0% | +93.1% | +40.1% |
| All | +109.6% | -81.3% | +190.9% | +97.6% |
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