+72.9%
PBR vs ADVB
-76.7%
+149.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.5% | -2.4% | -6.9% |
| 7D | -11.0% | -29.5% | +18.5% | -10.6% |
| 30D | -18.8% | -66.9% | +48.1% | -18.0% |
| 3M | +7.8% | -73.7% | +81.5% | +9.0% |
| 6M | -7.6% | -64.8% | +57.2% | -6.9% |
| YTD | +72.7% | -64.0% | +136.7% | +72.0% |
| 1Y | +72.9% | -77.0% | +149.9% | +69.1% |
| All | +72.9% | -76.7% | +149.6% | +69.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling