+12.3%
PPL vs ADVB
-97.6%
+109.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.5% | +10.3% | +0.8% |
| 7D | +1.0% | -28.0% | +29.1% | +1.3% |
| 30D | +6.8% | -70.2% | +77.0% | +7.8% |
| 3M | +3.9% | -76.1% | +79.9% | +4.9% |
| 6M | -2.0% | -72.3% | +70.3% | -1.7% |
| YTD | +5.3% | -67.5% | +72.7% | +4.7% |
| 1Y | +2.2% | -78.6% | +80.7% | +2.5% |
| All | +12.3% | -97.6% | +109.9% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling