+57.2%
PPL vs ABCL
+156.0%
-98.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.7% | -7.3% | -0.5% |
| 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% | +4.2% |
| 6M | -1.3% | +135.7% | -137.0% | -1.6% |
| YTD | +4.7% | +247.4% | -242.7% | +4.0% |
| 1Y | +1.3% | +162.3% | -161.0% | +0.8% |
| 3Y | +57.2% | +165.5% | -108.3% | +56.9% |
| All | +57.2% | +156.0% | -98.8% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling