-22.4%
PNR vs ADVB
-97.5%
+75.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.6% | -2.4% |
| 7D | +2.8% | -13.9% | +16.7% | +2.9% |
| 30D | +31.2% | -68.1% | +99.3% | +31.6% |
| 3M | -2.1% | -73.4% | +71.3% | -1.7% |
| 6M | -14.0% | -70.8% | +56.8% | -14.1% |
| YTD | -33.6% | -66.1% | +32.5% | -34.0% |
| 1Y | -35.2% | -77.5% | +42.3% | -34.8% |
| All | -22.4% | -97.5% | +75.1% | -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 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