+1,239.4%
PR vs ABCL
-81.8%
+1,321.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.4% | +4.5% | -4.0% |
| 7D | -16.5% | -14.9% | -1.6% | -15.3% |
| 30D | -4.5% | -15.4% | +10.8% | -3.2% |
| 3M | +8.5% | +88.0% | -79.5% | +0.6% |
| 6M | -3.3% | +138.8% | -142.2% | -13.8% |
| YTD | +55.7% | +225.4% | -169.7% | +32.4% |
| 1Y | +82.0% | +137.3% | -55.3% | +60.2% |
| 3Y | +62.5% | +136.8% | -74.4% | +34.7% |
| 5Y | +223.9% | -26.2% | +250.2% | +196.4% |
| All | +1,239.4% | -81.8% | +1,321.2% | +1,400.6% |
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