+9.1%
PSLV vs ABCL
+138.2%
-129.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.8% | +5.2% | +5.8% |
| 7D | -2.6% | -10.0% | +7.3% | -0.7% |
| 30D | -14.2% | -10.9% | -3.3% | -12.5% |
| 3M | -12.2% | +101.6% | -113.9% | -26.7% |
| 6M | -28.1% | +167.5% | -195.6% | -46.1% |
| YTD | -28.2% | +259.1% | -287.3% | -50.8% |
| 1Y | +9.1% | +152.2% | -143.0% | -22.3% |
| All | +9.1% | +138.2% | -129.1% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling