+19.5%
PFE vs ADVB
-72.7%
+92.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -23.6% | +23.8% | -0.2% |
| 7D | -1.7% | +27.8% | -29.5% | -1.2% |
| 30D | +0.3% | -50.8% | +51.1% | -0.2% |
| 3M | +9.4% | -70.5% | +79.9% | +8.2% |
| 6M | +14.9% | -46.7% | +61.6% | +15.5% |
| YTD | +23.8% | -56.7% | +80.5% | +25.4% |
| 1Y | +19.5% | -71.8% | +91.3% | +24.4% |
| All | +19.5% | -72.7% | +92.2% | +24.4% |
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