+119.5%
PSLV vs ABCL
+210.0%
-90.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.8% |
| 7D | +3.9% | +2.3% | +1.6% | +3.5% |
| 30D | -16.3% | -0.7% | -15.7% | -16.5% |
| 3M | -23.0% | +33.4% | -56.4% | -26.6% |
| 6M | -36.5% | +137.8% | -174.3% | -45.1% |
| YTD | -29.6% | +264.3% | -294.0% | -42.6% |
| 1Y | -0.5% | +209.2% | -209.7% | -17.9% |
| All | +119.5% | +210.0% | -90.4% | +73.7% |
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