+24.3%
PFE vs ADVB
-97.5%
+121.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.9% | -1.6% |
| 7D | -3.7% | -13.9% | +10.2% | -3.8% |
| 30D | +5.0% | -68.1% | +73.1% | +4.4% |
| 3M | +12.2% | -73.4% | +85.6% | +11.6% |
| 6M | +14.6% | -70.8% | +85.4% | +14.2% |
| YTD | +24.1% | -66.1% | +90.2% | +23.8% |
| 1Y | +26.6% | -77.5% | +104.1% | +27.1% |
| All | +24.3% | -97.5% | +121.8% | +35.5% |
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