+69.5%
PR vs ABCL
+186.8%
-117.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.6% |
| 7D | +2.9% | +0.7% | +2.2% | +2.9% |
| 30D | +18.0% | +93.1% | -75.0% | +16.9% |
| 3M | +16.9% | +79.4% | -62.6% | +15.7% |
| 6M | +28.2% | +214.9% | -186.7% | +26.9% |
| YTD | +69.3% | +234.2% | -164.9% | +65.4% |
| 1Y | +69.5% | +174.8% | -105.3% | +68.0% |
| All | +69.5% | +186.8% | -117.3% | +68.0% |
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 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