+91.3%
ABBV vs PSLV
+165.9%
-74.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +0.3% | -3.5% | +3.7% | +0.2% |
| 30D | +3.4% | -2.1% | +5.5% | +3.3% |
| 3M | +15.2% | -1.6% | +16.8% | +15.2% |
| 6M | +14.7% | -25.5% | +40.2% | +14.7% |
| YTD | +15.2% | -11.4% | +26.6% | +14.2% |
| 1Y | +20.4% | +48.6% | -28.2% | +17.0% |
| 3Y | +91.3% | +166.9% | -75.5% | +87.2% |
| All | +91.3% | +165.9% | -74.5% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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