-22.4%
PNR vs ADVB
-95.9%
+73.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +42.7% | -44.4% | -1.8% |
| 7D | -2.3% | +74.2% | -76.5% | -2.5% |
| 30D | +29.3% | -35.9% | +65.1% | +29.5% |
| 3M | +4.1% | -56.4% | +60.6% | +4.4% |
| 6M | -8.6% | -36.7% | +28.1% | -9.2% |
| YTD | -33.6% | -43.3% | +9.7% | -34.0% |
| 1Y | -36.4% | -63.4% | +27.0% | -36.0% |
| All | -22.4% | -95.9% | +73.5% | -7.7% |
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 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