+78.6%
PR vs ABCL
+164.7%
-86.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.8% | -7.4% | -6.6% |
| 7D | -12.1% | -10.0% | -2.1% | -11.5% |
| 30D | +0.9% | -10.9% | +11.8% | +1.5% |
| 3M | +10.1% | +101.6% | -91.5% | +3.5% |
| 6M | +1.1% | +167.5% | -166.4% | -8.0% |
| YTD | +63.7% | +259.1% | -195.4% | +43.0% |
| 1Y | +87.0% | +152.2% | -65.1% | +69.5% |
| All | +78.6% | +164.7% | -86.1% | +44.3% |
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