+121.2%
PSX vs ADVB
-97.1%
+218.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.0% | -6.8% | +3.0% |
| 7D | -0.4% | +10.5% | -10.8% | -0.5% |
| 30D | -8.1% | -56.0% | +47.9% | -7.2% |
| 3M | +15.9% | -70.1% | +86.1% | +17.6% |
| 6M | +49.4% | -53.7% | +103.1% | +48.1% |
| YTD | +104.7% | -60.3% | +164.9% | +102.1% |
| 1Y | +89.1% | -73.1% | +162.2% | +90.3% |
| All | +121.2% | -97.1% | +218.3% | +171.4% |
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