+351.8%
PSX vs ABCL
-79.5%
+431.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.2% | +2.7% |
| 7D | -8.0% | +12.4% | -20.4% | -8.5% |
| 30D | -9.0% | -0.4% | -8.7% | -9.2% |
| 3M | +24.7% | +80.4% | -55.6% | +20.4% |
| 6M | +49.3% | +138.5% | -89.2% | +41.5% |
| YTD | +100.2% | +265.5% | -165.3% | +84.1% |
| 1Y | +88.8% | +219.7% | -130.8% | +74.9% |
| 3Y | +152.5% | +209.4% | -56.9% | +126.5% |
| 5Y | +283.2% | -15.0% | +298.2% | +255.9% |
| All | +351.8% | -79.5% | +431.3% | +337.6% |
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