+47.9%
PFG vs ADVB
-76.7%
+124.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.5% | +8.7% | +4.1% |
| 7D | +4.9% | -29.5% | +34.4% | +4.6% |
| 30D | +5.7% | -66.9% | +72.5% | +4.6% |
| 3M | +2.6% | -73.7% | +76.3% | +1.3% |
| 6M | +19.8% | -64.8% | +84.6% | +19.3% |
| YTD | +36.3% | -64.0% | +100.3% | +38.3% |
| 1Y | +47.9% | -77.0% | +124.9% | +54.7% |
| All | +47.9% | -76.7% | +124.6% | +54.7% |
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 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