-9.8%
PCG vs ADVB
-88.3%
+78.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.4% |
| 7D | -13.9% | -3.8% | -10.1% | -13.8% |
| 30D | -16.9% | +17.6% | -34.4% | -17.0% |
| 3M | -14.7% | +119.1% | -133.9% | -16.4% |
| 6M | -23.8% | +103.4% | -127.2% | -25.5% |
| YTD | -10.5% | +59.8% | -70.3% | -12.3% |
| 1Y | -5.1% | +8.5% | -13.7% | -6.9% |
| All | -9.8% | -88.3% | +78.5% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling