+1,149.0%
ABBV vs PSLV
+67.8%
+1,081.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.3% | +6.9% | +1.8% |
| 7D | -2.0% | -4.9% | +2.9% | -1.9% |
| 30D | +2.0% | -1.9% | +3.8% | +2.0% |
| 3M | +14.2% | +4.2% | +10.0% | +13.9% |
| 6M | +14.1% | -27.6% | +41.7% | +14.9% |
| YTD | +14.2% | -11.7% | +25.9% | +13.6% |
| 1Y | +24.2% | +49.3% | -25.1% | +20.5% |
| 3Y | +89.8% | +167.1% | -77.3% | +79.0% |
| 5Y | +187.2% | +151.7% | +35.5% | +170.1% |
| 10Y | +506.7% | +187.0% | +319.8% | +455.0% |
| All | +1,149.0% | +67.8% | +1,081.2% | +1,072.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling