+150.8%
PSLV vs ABCL
-82.9%
+233.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.3% | 0.0% | -4.8% |
| 7D | -4.9% | -9.6% | +4.7% | -4.0% |
| 30D | -1.9% | +7.2% | -9.1% | -2.7% |
| 3M | +4.2% | +105.5% | -101.3% | -3.5% |
| 6M | -27.6% | +193.0% | -220.6% | -35.1% |
| YTD | -11.7% | +205.8% | -217.5% | -21.2% |
| 1Y | +49.3% | +144.4% | -95.1% | +34.6% |
| 3Y | +167.1% | +93.3% | +73.8% | +137.7% |
| 5Y | +151.7% | -44.9% | +196.6% | +134.7% |
| All | +150.8% | -82.9% | +233.6% | +151.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling