+60.0%
PBR vs ADVB
-97.4%
+157.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.0% |
| 7D | -13.3% | -1.2% | -12.1% | -13.3% |
| 30D | -27.5% | -61.4% | +33.9% | -26.3% |
| 3M | +5.2% | -67.8% | +73.0% | +7.0% |
| 6M | -6.4% | -66.9% | +60.5% | -5.8% |
| YTD | +61.6% | -64.9% | +126.5% | +61.1% |
| 1Y | +48.9% | -74.8% | +123.6% | +49.7% |
| All | +60.0% | -97.4% | +157.4% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling