-97.3%
ADVB vs PEGA
-16.4%
-80.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +3.5% |
| 7D | -13.9% | -4.5% | -9.4% | -14.7% |
| 30D | -68.1% | -5.7% | -62.4% | -68.4% |
| 3M | -73.4% | +2.6% | -76.0% | -73.1% |
| 6M | -70.8% | -10.6% | -60.2% | -69.0% |
| YTD | -66.1% | -45.5% | -20.6% | -61.5% |
| 1Y | -77.5% | -44.8% | -32.7% | -74.5% |
| All | -97.3% | -16.4% | -80.8% | -97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling