-88.8%
ADVB vs PSLV
+90.3%
-179.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.3% | -7.7% | -7.5% |
| 7D | -12.3% | -3.5% | -8.8% | -12.3% |
| 30D | +7.8% | -2.1% | +9.9% | +7.7% |
| 3M | +104.2% | -1.6% | +105.9% | +103.9% |
| 6M | +58.1% | -25.5% | +83.6% | +57.9% |
| YTD | +40.2% | -11.4% | +51.7% | +30.8% |
| 1Y | -16.1% | +48.6% | -64.7% | -18.8% |
| All | -88.8% | +90.3% | -179.1% | -89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling