-11.5%
PPG vs ABCL
-81.3%
+69.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | -1.5% | +0.7% | -2.2% | -1.5% |
| 30D | -5.0% | +93.1% | -98.0% | -10.1% |
| 3M | +1.1% | +79.4% | -78.3% | -4.2% |
| 6M | -3.2% | +214.9% | -218.0% | -12.6% |
| YTD | +11.9% | +234.2% | -222.3% | 0.0% |
| 1Y | +5.3% | +174.8% | -169.4% | -5.2% |
| 3Y | -15.0% | +104.5% | -119.5% | -24.9% |
| 5Y | -19.6% | -39.0% | +19.4% | -27.9% |
| All | -11.5% | -81.3% | +69.8% | -20.6% |
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