+5.7%
PCOR vs ADVB
-79.1%
+84.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.5% | +9.5% | -0.4% |
| 7D | +23.7% | -28.0% | +51.7% | +22.1% |
| 30D | +39.0% | -70.2% | +109.2% | +32.8% |
| 3M | +35.8% | -76.1% | +111.8% | +29.0% |
| 6M | +38.2% | -72.3% | +110.5% | +31.9% |
| YTD | +3.9% | -67.5% | +71.4% | +2.4% |
| 1Y | +5.7% | -78.6% | +84.2% | +6.1% |
| All | +5.7% | -79.1% | +84.8% | +6.1% |
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 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