-77.0%
ADVB vs PEGA
-44.4%
-32.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.6% | -4.5% |
| 7D | -29.5% | -2.9% | -26.7% | -30.6% |
| 30D | -66.9% | -0.5% | -66.4% | -66.8% |
| 3M | -73.7% | +8.5% | -82.2% | -72.4% |
| 6M | -64.8% | -6.3% | -58.5% | -59.1% |
| YTD | -64.0% | -42.2% | -21.9% | -53.7% |
| 1Y | -77.0% | -43.4% | -33.5% | -69.5% |
| All | -77.0% | -44.4% | -32.5% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling