-2.7%
ADVB vs PSLV
+57.7%
-60.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.4% | -7.8% | -5.3% |
| 7D | -13.0% | +3.3% | -16.3% | -12.9% |
| 30D | +7.5% | +2.1% | +5.3% | +7.6% |
| 3M | +129.1% | +7.1% | +122.0% | +129.3% |
| 6M | +71.7% | -21.6% | +93.3% | +71.4% |
| YTD | +45.5% | -6.7% | +52.3% | +36.4% |
| 1Y | -2.7% | +59.3% | -62.0% | +30.0% |
| All | -2.7% | +57.7% | -60.4% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling