+124.9%
PWR vs ADVB
-97.5%
+222.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.2% | +2.0% | +6.2% |
| 7D | -12.9% | -13.9% | +1.1% | -12.7% |
| 30D | -22.8% | -68.1% | +45.3% | -22.0% |
| 3M | -19.0% | -73.4% | +54.4% | -18.1% |
| 6M | -31.1% | -70.8% | +39.7% | -31.0% |
| YTD | +28.3% | -66.1% | +94.4% | +26.7% |
| 1Y | +22.2% | -77.5% | +99.7% | +22.5% |
| All | +124.9% | -97.5% | +222.5% | +159.5% |
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