-58.0%
PSKY vs ADVB
-53.7%
-4.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -18.4% | +13.6% | -7.2% |
| 7D | -24.6% | -25.0% | +0.5% | -27.2% |
| 30D | -36.1% | -48.8% | +12.7% | -41.5% |
| 3M | -37.1% | -35.7% | -1.4% | -35.7% |
| 6M | -40.5% | -16.6% | -24.0% | -40.2% |
| YTD | -47.7% | -31.8% | -15.8% | -49.2% |
| All | -58.0% | -53.7% | -4.2% | -63.2% |
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