-6.8%
PGR vs ADVB
-14.7%
+7.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.5% | +8.1% | +0.7% |
| 7D | -0.6% | -12.3% | +11.7% | -0.5% |
| 30D | +4.9% | +7.8% | -2.8% | +4.8% |
| 3M | +7.6% | +104.2% | -96.6% | +6.4% |
| 6M | +8.3% | +58.1% | -49.9% | +6.9% |
| YTD | +1.7% | +40.2% | -38.5% | +1.2% |
| 1Y | -6.8% | -16.1% | +9.2% | -7.6% |
| All | -6.8% | -14.7% | +7.8% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling