-20.3%
PSLV vs ABCL
+208.9%
-229.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | +7.3% | +93.1% | -85.8% | -7.9% |
| 3M | -7.4% | +79.4% | -86.9% | -20.2% |
| 6M | -20.3% | +214.9% | -235.2% | -47.0% |
| All | -20.3% | +208.9% | -229.2% | -47.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling