-70.1%
ADVB vs PSLV
-21.7%
-48.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.5% | +9.4% | +10.1% |
| 7D | +10.5% | -1.5% | +11.9% | +9.7% |
| 30D | -56.0% | -15.2% | -40.8% | -61.1% |
| 3M | -70.1% | -21.4% | -48.7% | -74.6% |
| All | -70.1% | -21.7% | -48.4% | -74.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling