+1.8%
PPG vs ABCL
+185.8%
-184.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +0.7% | -3.3% | +4.0% | +1.0% |
| 30D | +17.6% | -7.1% | +24.7% | +17.9% |
| 3M | +7.5% | +4.7% | +2.7% | +6.3% |
| 6M | +17.6% | +140.9% | -123.2% | +6.1% |
| YTD | +22.6% | +236.0% | -213.4% | +6.1% |
| 1Y | +28.0% | +217.4% | -189.4% | +11.3% |
| 3Y | +1.8% | +188.7% | -186.9% | -15.6% |
| All | +1.8% | +185.8% | -184.0% | -15.6% |
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