+150.3%
PWR vs ADVB
-96.8%
+247.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -23.6% | +22.9% | -0.3% |
| 7D | +11.3% | +27.8% | -16.5% | +10.6% |
| 30D | -8.9% | -50.8% | +41.9% | -8.5% |
| 3M | -10.5% | -70.5% | +60.0% | -9.9% |
| 6M | -22.2% | -46.7% | +24.6% | -23.2% |
| YTD | +42.7% | -56.7% | +99.4% | +40.2% |
| 1Y | +41.1% | -71.8% | +112.9% | +40.7% |
| All | +150.3% | -96.8% | +247.2% | +187.2% |
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 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