+175.4%
PSLV vs ABCL
+105.4%
+70.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +2.7% | +1.4% | +1.3% | +2.5% |
| 30D | +3.5% | +65.1% | -61.6% | -4.3% |
| 3M | +0.3% | +111.1% | -110.8% | -11.0% |
| 6M | -21.0% | +231.6% | -252.6% | -34.2% |
| YTD | -8.9% | +234.5% | -243.4% | -24.4% |
| 1Y | +54.0% | +174.3% | -120.4% | +29.5% |
| 3Y | +175.4% | +111.5% | +64.0% | +135.7% |
| All | +175.4% | +105.4% | +70.1% | +135.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling