-3.2%
PPG vs ABCL
-81.0%
+77.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.9% |
| 7D | -0.2% | +4.4% | -4.6% | -0.5% |
| 30D | +17.7% | -7.9% | +25.6% | +18.1% |
| 3M | +7.4% | +12.2% | -4.8% | +5.9% |
| 6M | +16.4% | +134.7% | -118.3% | +7.2% |
| YTD | +22.4% | +239.8% | -217.4% | +8.8% |
| 1Y | +28.6% | +192.7% | -164.1% | +15.5% |
| 3Y | +2.0% | +187.6% | -185.6% | -11.9% |
| 5Y | -15.6% | -22.6% | +7.0% | -24.5% |
| All | -3.2% | -81.0% | +77.7% | -13.6% |
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 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