+1.4%
PG vs ADVB
-97.4%
+98.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | +0.2% |
| 7D | +4.1% | -4.1% | +8.2% | +4.1% |
| 30D | +12.3% | -60.3% | +72.5% | +12.3% |
| 3M | +15.9% | -73.3% | +89.3% | +16.0% |
| 6M | +16.8% | -65.9% | +82.7% | +16.8% |
| YTD | +21.1% | -63.9% | +85.0% | +20.8% |
| 1Y | +19.3% | -74.1% | +93.4% | +19.3% |
| All | +1.4% | -97.4% | +98.7% | +5.7% |
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