+89.4%
PSLV vs ABCL
-81.2%
+170.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | -6.3% | -3.3% | -3.0% | -6.0% |
| 30D | -12.7% | -7.1% | -5.6% | -12.3% |
| 3M | -24.7% | +4.7% | -29.5% | -25.5% |
| 6M | -44.6% | +140.9% | -185.5% | -49.7% |
| YTD | -33.3% | +236.0% | -269.2% | -41.2% |
| 1Y | -8.6% | +217.4% | -226.0% | -19.3% |
| 3Y | +108.2% | +188.7% | -80.5% | +80.6% |
| 5Y | +79.1% | -23.5% | +102.6% | +63.5% |
| All | +89.4% | -81.2% | +170.6% | +87.2% |
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