+112.4%
PAAS vs ADVB
-88.3%
+200.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.4% |
| 7D | -2.9% | -3.8% | +0.9% | -2.9% |
| 30D | +6.8% | +17.6% | -10.8% | +6.8% |
| 3M | -2.9% | +119.1% | -122.0% | -3.6% |
| 6M | -16.4% | +103.4% | -119.8% | -17.3% |
| YTD | 0.0% | +59.8% | -59.8% | -1.0% |
| 1Y | +54.3% | +8.5% | +45.8% | +51.8% |
| All | +112.4% | -88.3% | +200.7% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling