+159.6%
PWR vs ADVB
-88.3%
+247.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +3.6% | -3.8% | +7.4% | +3.6% |
| 30D | -8.6% | +17.6% | -26.1% | -8.8% |
| 3M | -13.2% | +119.1% | -132.3% | -15.2% |
| 6M | +9.9% | +103.4% | -93.5% | +6.7% |
| YTD | +48.0% | +59.8% | -11.8% | +44.3% |
| 1Y | +66.2% | +8.5% | +57.6% | +63.2% |
| All | +159.6% | -88.3% | +247.9% | +195.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling