+144.0%
PSX vs ABCL
+206.1%
-62.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -7.8% | +2.3% | -10.1% | -7.9% |
| 30D | -9.9% | -0.7% | -9.2% | -10.0% |
| 3M | +16.9% | +33.4% | -16.5% | +14.7% |
| 6M | +48.0% | +137.8% | -89.8% | +40.2% |
| YTD | +98.3% | +264.3% | -166.0% | +81.7% |
| 1Y | +86.2% | +209.2% | -123.0% | +72.5% |
| 3Y | +144.0% | +208.4% | -64.4% | +110.5% |
| All | +144.0% | +206.1% | -62.2% | +110.5% |
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