+17.7%
PSA vs ADVB
-97.4%
+115.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.2% |
| 7D | +1.5% | -1.2% | +2.7% | +1.5% |
| 30D | +16.7% | -61.4% | +78.1% | +16.9% |
| 3M | +4.0% | -67.8% | +71.8% | +4.3% |
| 6M | +10.9% | -66.9% | +77.7% | +10.9% |
| YTD | +34.2% | -64.9% | +99.1% | +33.9% |
| 1Y | +26.6% | -74.8% | +101.4% | +26.9% |
| All | +17.7% | -97.4% | +115.1% | +34.4% |
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