+46.7%
PNR vs ABCL
-79.6%
+126.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.1% | +2.3% | -2.4% | -0.4% |
| 30D | +33.4% | -0.7% | +34.0% | +33.1% |
| 3M | +4.9% | +33.4% | -28.5% | +1.4% |
| 6M | -8.5% | +137.8% | -146.3% | -17.7% |
| YTD | -32.1% | +264.3% | -296.5% | -42.2% |
| 1Y | -35.0% | +209.2% | -244.2% | -43.8% |
| 3Y | +17.6% | +208.4% | -190.8% | -3.0% |
| 5Y | +0.9% | -11.9% | +12.7% | -10.6% |
| All | +46.7% | -79.6% | +126.2% | +37.8% |
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