+57.7%
PPL vs ABCL
-81.2%
+138.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.3% |
| 7D | -0.4% | -3.3% | +2.9% | -0.3% |
| 30D | +2.6% | -7.1% | +9.8% | +2.7% |
| 3M | +0.8% | +4.7% | -3.9% | +0.6% |
| 6M | +1.4% | +140.9% | -139.5% | -0.4% |
| YTD | +4.3% | +236.0% | -231.7% | +1.6% |
| 1Y | +0.8% | +217.4% | -216.7% | -1.8% |
| 3Y | +57.9% | +188.7% | -130.8% | +52.7% |
| 5Y | +48.3% | -23.5% | +71.8% | +45.0% |
| All | +57.7% | -81.2% | +138.9% | +53.5% |
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