+43.6%
PFG vs ADVB
-73.6%
+117.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.5% |
| 7D | +3.0% | -4.1% | +7.0% | +2.9% |
| 30D | +8.2% | -60.3% | +68.4% | +7.2% |
| 3M | +2.7% | -73.3% | +76.0% | +1.4% |
| 6M | +17.2% | -65.9% | +83.1% | +16.7% |
| YTD | +34.8% | -63.9% | +98.6% | +36.8% |
| 1Y | +43.6% | -74.1% | +117.7% | +48.9% |
| All | +43.6% | -73.6% | +117.2% | +48.9% |
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