+415.3%
PR vs ABCL
-41.3%
+456.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +2.9% | +0.7% | +2.2% | +2.8% |
| 30D | +18.0% | +93.1% | -75.0% | +9.5% |
| 3M | +16.9% | +79.4% | -62.6% | +8.4% |
| 6M | +28.2% | +214.9% | -186.7% | +10.5% |
| YTD | +69.3% | +234.2% | -164.9% | +43.4% |
| 1Y | +69.5% | +174.8% | -105.3% | +45.6% |
| 3Y | +81.7% | +104.5% | -22.8% | +52.4% |
| All | +415.3% | -41.3% | +456.5% | +354.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling