-17.9%
PCG vs ADVB
-97.5%
+79.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.2% | -2.0% |
| 7D | -1.6% | -13.9% | +12.3% | -1.4% |
| 30D | +1.4% | -68.1% | +69.5% | +2.8% |
| 3M | -23.4% | -73.4% | +50.0% | -22.1% |
| 6M | -19.4% | -70.8% | +51.4% | -18.9% |
| YTD | -18.5% | -66.1% | +47.6% | -18.5% |
| 1Y | -19.5% | -77.5% | +58.0% | -19.1% |
| All | -17.9% | -97.5% | +79.6% | -8.1% |
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