+20.6%
PNR vs ABCL
-81.9%
+102.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.6% |
| 7D | -3.9% | -2.7% | -1.1% | -3.6% |
| 30D | -13.8% | +18.3% | -32.1% | -15.3% |
| 3M | -22.5% | +108.5% | -131.0% | -28.8% |
| 6M | -37.2% | +213.9% | -251.1% | -45.1% |
| YTD | -44.2% | +223.1% | -267.3% | -51.8% |
| 1Y | -46.6% | +160.6% | -207.3% | -53.2% |
| 3Y | -12.5% | +104.3% | -116.8% | -24.9% |
| 5Y | -19.3% | -40.0% | +20.7% | -27.2% |
| All | +20.6% | -81.9% | +102.4% | +15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling