+9.5%
PCAR vs ADVB
-74.4%
+83.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.1% | +3.7% |
| 7D | +2.9% | -1.2% | +4.1% | +2.9% |
| 30D | -2.1% | -61.4% | +59.3% | -2.0% |
| 3M | -20.4% | -67.8% | +47.5% | -20.2% |
| 6M | -7.0% | -66.9% | +59.9% | -6.6% |
| YTD | -2.6% | -64.9% | +62.3% | -1.4% |
| All | +9.5% | -74.4% | +83.8% | +11.0% |
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