-10.8%
PNR vs ABCL
+105.4%
-116.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -3.0% | +1.4% | -4.4% | -3.2% |
| 30D | -14.9% | +65.1% | -80.0% | -19.4% |
| 3M | -19.0% | +111.1% | -130.1% | -25.9% |
| 6M | -35.9% | +231.6% | -267.5% | -45.1% |
| YTD | -43.1% | +234.5% | -277.7% | -51.8% |
| 1Y | -46.4% | +174.3% | -220.7% | -53.9% |
| 3Y | -10.8% | +111.5% | -122.3% | -26.3% |
| All | -10.8% | +105.4% | -116.2% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling