-13.3%
PG vs ADVB
-89.8%
+76.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.5% | +9.1% | +1.6% |
| 7D | -0.8% | -12.3% | +11.5% | -0.8% |
| 30D | +0.8% | +7.8% | -6.9% | +0.8% |
| 3M | -1.3% | +104.2% | -105.6% | -1.8% |
| 6M | -3.8% | +58.1% | -61.9% | -4.2% |
| YTD | +3.6% | +40.2% | -36.6% | +3.3% |
| 1Y | -5.7% | -16.1% | +10.4% | -5.8% |
| All | -13.3% | -89.8% | +76.5% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling