+39.5%
PFG vs ADVB
-96.8%
+136.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -23.6% | +24.1% | +0.5% |
| 7D | +2.4% | +27.8% | -25.4% | +2.3% |
| 30D | +5.9% | -50.8% | +56.6% | +6.1% |
| 3M | -0.4% | -70.5% | +70.1% | -0.1% |
| 6M | +14.8% | -46.7% | +61.6% | +13.7% |
| YTD | +31.9% | -56.7% | +88.6% | +30.6% |
| 1Y | +38.8% | -71.8% | +110.6% | +39.6% |
| All | +39.5% | -96.8% | +136.4% | +67.5% |
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