+57.9%
PSLV vs ABCL
+186.8%
-128.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | +7.3% | +93.1% | -85.8% | -7.9% |
| 3M | -7.4% | +79.4% | -86.9% | -20.0% |
| 6M | -20.3% | +214.9% | -235.2% | -40.9% |
| YTD | -8.2% | +234.2% | -242.5% | -33.1% |
| 1Y | +57.9% | +174.8% | -116.8% | +20.7% |
| All | +57.9% | +186.8% | -128.9% | +20.7% |
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