+4.8%
PCOR vs ADVB
-97.4%
+102.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -4.5% | +24.2% | +19.6% |
| 7D | +21.8% | -29.5% | +51.4% | +21.0% |
| 30D | +39.5% | -66.9% | +106.4% | +36.6% |
| 3M | +35.2% | -73.7% | +109.0% | +32.0% |
| 6M | +21.7% | -64.8% | +86.5% | +18.7% |
| YTD | +3.9% | -64.0% | +68.0% | +1.2% |
| 1Y | +6.9% | -77.0% | +83.9% | +5.4% |
| All | +4.8% | -97.4% | +102.1% | +18.3% |
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