-13.3%
PPG vs ABCL
+105.4%
-118.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | -7.8% | +65.1% | -72.9% | -12.4% |
| 3M | -2.2% | +111.1% | -113.3% | -9.9% |
| 6M | +4.1% | +231.6% | -227.4% | -9.0% |
| YTD | +9.1% | +234.5% | -225.4% | -5.4% |
| 1Y | +1.0% | +174.3% | -173.4% | -11.7% |
| 3Y | -13.3% | +111.5% | -124.7% | -25.8% |
| All | -13.3% | +105.4% | -118.7% | -25.8% |
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 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