-18.1%
PGR vs ADVB
-88.9%
+70.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | +0.3% |
| 7D | -3.4% | -5.9% | +2.4% | -3.4% |
| 30D | +1.8% | +13.9% | -12.1% | +1.7% |
| 3M | +5.9% | +127.3% | -121.4% | +4.6% |
| 6M | +4.6% | +77.0% | -72.4% | +3.2% |
| YTD | +1.1% | +51.5% | -50.5% | 0.0% |
| 1Y | -6.6% | -11.3% | +4.8% | -7.3% |
| All | -18.1% | -88.9% | +70.9% | -15.0% |
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 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