+36.3%
PFG vs ADVB
-97.5%
+133.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -1.7% |
| 7D | -0.6% | -13.9% | +13.3% | -0.6% |
| 30D | +2.0% | -68.1% | +70.1% | +2.4% |
| 3M | -3.2% | -73.4% | +70.2% | -2.8% |
| 6M | +10.9% | -70.8% | +81.7% | +10.6% |
| YTD | +28.8% | -66.1% | +94.9% | +27.7% |
| 1Y | +39.2% | -77.5% | +116.7% | +40.0% |
| All | +36.3% | -97.5% | +133.8% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling