-15.7%
PPG vs ABCL
-81.9%
+66.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -2.1% |
| 7D | -3.7% | -2.7% | -1.0% | -3.5% |
| 30D | -7.2% | +18.3% | -25.5% | -8.5% |
| 3M | -7.3% | +108.5% | -115.8% | -13.2% |
| 6M | +0.3% | +213.9% | -213.7% | -9.6% |
| YTD | +6.5% | +223.1% | -216.6% | -4.6% |
| 1Y | +0.5% | +160.6% | -160.1% | -9.1% |
| 3Y | -15.3% | +104.3% | -119.5% | -25.1% |
| 5Y | -22.9% | -40.0% | +17.2% | -30.7% |
| All | -15.7% | -81.9% | +66.2% | -24.2% |
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