-77.5%
ADVB vs PEGA
-45.2%
-32.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +2.5% |
| 7D | -13.9% | -4.5% | -9.4% | -15.8% |
| 30D | -68.1% | -5.7% | -62.4% | -68.9% |
| 3M | -73.4% | +2.6% | -76.0% | -72.8% |
| 6M | -70.8% | -10.6% | -60.2% | -67.1% |
| YTD | -66.1% | -45.5% | -20.6% | -57.7% |
| 1Y | -77.5% | -44.8% | -32.7% | -71.9% |
| All | -77.5% | -45.2% | -32.3% | -71.9% |
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