+4.8%
PCOR vs ADVB
-97.6%
+102.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.5% | +9.5% | -0.2% |
| 7D | +23.7% | -28.0% | +51.7% | +22.9% |
| 30D | +39.0% | -70.2% | +109.2% | +35.7% |
| 3M | +35.8% | -76.1% | +111.8% | +32.2% |
| 6M | +38.2% | -72.3% | +110.5% | +34.3% |
| YTD | +3.9% | -67.5% | +71.4% | +0.9% |
| 1Y | +5.7% | -78.6% | +84.2% | +3.9% |
| All | +4.8% | -97.6% | +102.4% | +18.1% |
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 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