-27.7%
PSKY vs ADVB
+10.9%
-38.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.3% | -0.6% |
| 7D | +2.4% | -14.0% | +16.4% | +2.3% |
| 30D | +17.5% | +41.0% | -23.5% | +17.9% |
| 3M | +4.4% | +127.9% | -123.5% | +6.0% |
| 6M | -9.0% | +101.3% | -110.4% | -8.0% |
| YTD | -18.6% | +53.8% | -72.4% | -19.3% |
| 1Y | -27.7% | +4.4% | -32.1% | -28.6% |
| All | -27.7% | +10.9% | -38.6% | -28.6% |
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 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