-96.5%
ADVB vs PEGA
-16.3%
-80.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +1.2% | -24.8% | -23.3% |
| 7D | +27.8% | +0.1% | +27.7% | +27.7% |
| 30D | -50.8% | -4.1% | -46.6% | -51.1% |
| 3M | -70.5% | -2.8% | -67.7% | -70.6% |
| 6M | -46.7% | -0.4% | -46.3% | -44.2% |
| YTD | -56.7% | -45.4% | -11.3% | -50.8% |
| 1Y | -71.8% | -42.6% | -29.1% | -68.2% |
| All | -96.5% | -16.3% | -80.2% | -96.9% |
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