+20.3%
PCAR vs ADVB
-88.3%
+108.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.2% |
| 7D | -0.5% | -3.8% | +3.3% | -0.5% |
| 30D | -6.2% | +17.6% | -23.8% | -6.3% |
| 3M | +5.9% | +119.1% | -113.2% | +4.6% |
| 6M | +0.4% | +103.4% | -103.0% | -1.2% |
| YTD | +14.8% | +59.8% | -45.0% | +13.5% |
| 1Y | +30.1% | +8.5% | +21.6% | +29.2% |
| All | +20.3% | -88.3% | +108.7% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling