+58.3%
PPL vs ABCL
-80.5%
+138.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.7% | -7.3% | -0.6% |
| 7D | +0.4% | -3.2% | +3.6% | +0.4% |
| 30D | +5.4% | -7.4% | +12.9% | +5.5% |
| 3M | +4.3% | +81.9% | -77.7% | +3.2% |
| 6M | -1.3% | +135.7% | -137.0% | -3.0% |
| YTD | +4.7% | +247.4% | -242.7% | +1.9% |
| 1Y | +1.3% | +162.3% | -161.0% | -0.9% |
| 3Y | +57.2% | +165.5% | -108.3% | +52.5% |
| 5Y | +48.2% | -21.3% | +69.5% | +44.9% |
| All | +58.3% | -80.5% | +138.8% | +54.0% |
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