+277.8%
PSX vs ABCL
-21.8%
+299.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.3% | -0.9% |
| 7D | -13.1% | -3.2% | -9.9% | -13.0% |
| 30D | -9.5% | -7.4% | -2.1% | -9.3% |
| 3M | +20.2% | +81.9% | -61.7% | +15.1% |
| 6M | +44.9% | +135.7% | -90.8% | +35.7% |
| YTD | +94.4% | +247.4% | -153.0% | +75.9% |
| 1Y | +83.1% | +162.3% | -79.2% | +68.9% |
| 3Y | +132.2% | +165.5% | -33.3% | +104.2% |
| All | +277.8% | -21.8% | +299.6% | +250.7% |
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