+42.0%
PFGC vs ADVB
-97.4%
+139.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.4% | +4.0% |
| 7D | +10.8% | -1.2% | +12.0% | +10.8% |
| 30D | +17.8% | -61.4% | +79.2% | +16.6% |
| 3M | -2.7% | -67.8% | +65.1% | -3.8% |
| 6M | +20.0% | -66.9% | +86.9% | +19.4% |
| YTD | +24.3% | -64.9% | +89.2% | +24.2% |
| 1Y | +13.2% | -74.8% | +88.0% | +13.8% |
| All | +42.0% | -97.4% | +139.4% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling