+16.0%
PSA vs ADVB
-95.9%
+111.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +42.7% | -43.4% | -0.7% |
| 7D | -2.1% | +74.2% | -76.3% | -2.1% |
| 30D | +15.6% | -35.9% | +51.4% | +15.8% |
| 3M | +4.1% | -56.4% | +60.5% | +4.4% |
| 6M | +9.2% | -36.7% | +45.9% | +9.1% |
| YTD | +32.3% | -43.3% | +75.6% | +32.0% |
| 1Y | +26.2% | -63.4% | +89.5% | +26.6% |
| All | +16.0% | -95.9% | +111.9% | +32.5% |
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