+69.9%
PR vs ABCL
+139.9%
-70.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.4% | +4.5% | -4.2% |
| 7D | -16.5% | -14.9% | -1.6% | -15.6% |
| 30D | -4.5% | -15.4% | +10.8% | -3.6% |
| 3M | +8.5% | +88.0% | -79.5% | +2.5% |
| 6M | -3.3% | +138.8% | -142.2% | -11.3% |
| YTD | +55.7% | +225.4% | -169.7% | +37.0% |
| 1Y | +82.0% | +137.3% | -55.3% | +65.4% |
| All | +69.9% | +139.9% | -70.0% | +38.3% |
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