+26.2%
PNR vs ABCL
-81.3%
+107.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -2.4% | +0.7% | -3.1% | -2.4% |
| 30D | -12.8% | +93.1% | -105.8% | -18.7% |
| 3M | -17.0% | +79.4% | -96.4% | -22.6% |
| 6M | -37.4% | +214.9% | -252.3% | -45.3% |
| YTD | -41.6% | +234.2% | -275.8% | -49.7% |
| 1Y | -44.6% | +174.8% | -219.4% | -51.7% |
| 3Y | -12.1% | +104.5% | -116.6% | -24.6% |
| 5Y | -17.4% | -39.0% | +21.6% | -25.7% |
| All | +26.2% | -81.3% | +107.5% | +20.0% |
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 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