-8.6%
PSLV vs ABCL
+198.4%
-207.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | -6.3% | -3.3% | -3.0% | -5.7% |
| 30D | -12.7% | -7.1% | -5.6% | -11.8% |
| 3M | -24.7% | +4.7% | -29.5% | -26.7% |
| 6M | -44.6% | +140.9% | -185.5% | -58.2% |
| YTD | -33.3% | +236.0% | -269.2% | -55.1% |
| 1Y | -8.6% | +217.4% | -226.0% | -38.6% |
| All | -8.6% | +198.4% | -207.0% | -38.6% |
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