+114.3%
PSX vs ADVB
-97.4%
+211.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.0% |
| 7D | -7.8% | -4.1% | -3.7% | -7.8% |
| 30D | -9.9% | -60.3% | +50.4% | -8.9% |
| 3M | +16.9% | -73.3% | +90.3% | +18.8% |
| 6M | +48.0% | -65.9% | +113.9% | +47.6% |
| YTD | +98.3% | -63.9% | +162.2% | +96.1% |
| 1Y | +86.2% | -74.1% | +160.3% | +87.0% |
| All | +114.3% | -97.4% | +211.7% | +163.3% |
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