+26.3%
PFE vs ADVB
-97.6%
+124.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.5% | +6.6% | -3.0% |
| 7D | -0.2% | -28.0% | +27.8% | -0.4% |
| 30D | +8.7% | -70.2% | +78.9% | +8.1% |
| 3M | +15.8% | -76.1% | +91.8% | +15.1% |
| 6M | +16.8% | -72.3% | +89.1% | +16.5% |
| YTD | +26.2% | -67.5% | +93.7% | +25.9% |
| 1Y | +29.9% | -78.6% | +108.5% | +30.4% |
| All | +26.3% | -97.6% | +124.0% | +37.7% |
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