+77.6%
PBR vs ADVB
+10.9%
+66.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.8% | +7.3% | +3.6% |
| 7D | +2.5% | -14.0% | +16.4% | +2.6% |
| 30D | +19.4% | +41.0% | -21.6% | +18.9% |
| 3M | +20.8% | +127.9% | -107.1% | +20.4% |
| 6M | +23.5% | +101.3% | -77.9% | +22.8% |
| YTD | +83.4% | +53.8% | +29.6% | +81.4% |
| 1Y | +77.6% | +4.4% | +73.1% | +71.6% |
| All | +77.6% | +10.9% | +66.7% | +71.6% |
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