+2.2%
PPL vs ABCL
+127.6%
-125.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.4% | +10.1% | +0.6% |
| 7D | +1.0% | -14.9% | +15.9% | +0.8% |
| 30D | +6.8% | -15.4% | +22.2% | +6.7% |
| 3M | +3.9% | +88.0% | -84.1% | +4.4% |
| 6M | -2.0% | +138.8% | -140.9% | -1.5% |
| YTD | +5.3% | +225.4% | -220.2% | +4.8% |
| 1Y | +2.2% | +137.3% | -135.1% | +3.1% |
| All | +2.2% | +127.6% | -125.4% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling