-11.3%
ABT vs PSLV
+154.2%
-165.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -5.9% | -3.5% | -2.4% | -5.8% |
| 30D | -8.1% | -2.1% | -5.9% | -8.0% |
| 3M | +14.5% | -1.6% | +16.2% | +14.6% |
| 6M | -6.3% | -25.5% | +19.2% | -5.5% |
| YTD | -17.1% | -11.4% | -5.7% | -18.3% |
| 1Y | -21.4% | +48.6% | -69.9% | -25.3% |
| 3Y | +5.9% | +166.9% | -161.0% | -6.4% |
| All | -11.3% | +154.2% | -165.5% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling