-73.1%
ADVB vs PEGA
-47.0%
-26.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.4% | +10.4% | +9.7% |
| 7D | +10.5% | -8.6% | +19.1% | +5.6% |
| 30D | -56.0% | -10.1% | -45.9% | -58.2% |
| 3M | -70.1% | -4.7% | -65.4% | -70.8% |
| 6M | -53.7% | -8.0% | -45.7% | -48.7% |
| YTD | -60.3% | -47.1% | -13.1% | -51.3% |
| 1Y | -73.1% | -47.5% | -25.7% | -66.9% |
| All | -73.1% | -47.0% | -26.1% | -66.9% |
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 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