-25.1%
PSKY vs ADVB
+5.8%
-30.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -0.2% | -3.8% | +3.6% | -0.2% |
| 30D | +24.0% | +17.6% | +6.4% | +24.1% |
| 3M | +2.2% | +119.1% | -117.0% | +3.6% |
| 6M | -9.0% | +103.4% | -112.4% | -8.1% |
| YTD | -18.1% | +59.8% | -78.0% | -18.8% |
| 1Y | -25.1% | +8.5% | -33.6% | -26.0% |
| All | -25.1% | +5.8% | -30.9% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling