+2.1%
AVTR vs PSLV
+302.9%
-300.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -1.1% | -3.5% | +2.4% | -0.6% |
| 30D | +6.3% | -2.1% | +8.5% | +6.6% |
| 3M | +53.3% | -1.6% | +55.0% | +53.3% |
| 6M | +78.6% | -25.5% | +104.1% | +84.8% |
| YTD | +29.2% | -11.4% | +40.6% | +26.0% |
| 1Y | +13.8% | +48.6% | -34.7% | -0.3% |
| 3Y | -27.4% | +166.9% | -194.3% | -45.0% |
| 5Y | -65.0% | +152.4% | -217.4% | -73.6% |
| All | +2.1% | +302.9% | -300.7% | -32.4% |
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