+0.8%
PCAR vs ADVB
-97.6%
+98.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.5% | +8.0% | -1.5% |
| 7D | +2.2% | -28.0% | +30.2% | +2.4% |
| 30D | -4.4% | -70.2% | +65.8% | -3.7% |
| 3M | -21.4% | -76.1% | +54.6% | -20.8% |
| 6M | -7.3% | -72.3% | +65.0% | -7.1% |
| YTD | -3.8% | -67.5% | +63.7% | -4.0% |
| 1Y | +6.3% | -78.6% | +84.8% | +6.9% |
| All | +0.8% | -97.6% | +98.5% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling