+17.2%
ABNB vs PSLV
+163.6%
-146.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -3.2% |
| 7D | -7.4% | +3.3% | -10.8% | -7.9% |
| 30D | -8.2% | +2.1% | -10.3% | -8.6% |
| 3M | +29.1% | +7.1% | +22.0% | +27.5% |
| 6M | +26.6% | -21.6% | +48.1% | +30.1% |
| YTD | +25.0% | -6.7% | +31.7% | +21.0% |
| 1Y | +37.0% | +59.3% | -22.3% | +16.8% |
| 3Y | +16.3% | +182.1% | -165.8% | -15.4% |
| 5Y | +2.2% | +162.6% | -160.4% | -26.7% |
| All | +17.2% | +163.6% | -146.3% | -17.7% |
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