+1,447.7%
ADI vs PSLV
+120.6%
+1,327.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.2% |
| 7D | +2.6% | +3.3% | -0.7% | +2.1% |
| 30D | -4.6% | +2.1% | -6.8% | -4.9% |
| 3M | -9.5% | +7.1% | -16.6% | -10.5% |
| 6M | +14.8% | -21.6% | +36.4% | +18.0% |
| YTD | +35.8% | -6.7% | +42.5% | +34.6% |
| 1Y | +48.9% | +59.3% | -10.3% | +37.1% |
| 3Y | +115.6% | +182.1% | -66.5% | +83.9% |
| 5Y | +135.1% | +162.6% | -27.5% | +100.5% |
| 10Y | +636.4% | +203.0% | +433.4% | +508.6% |
| All | +1,447.7% | +120.6% | +1,327.1% | +1,161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 all: compounded portfolio wealth divided by compounded PSLV 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…
all analysis · Full analysis span regression · 6 months rolling