-87.2%
ADVB vs PEGA
-3.7%
-83.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.9% |
| 7D | -3.8% | +3.3% | -7.1% | -3.0% |
| 30D | +17.6% | +17.7% | -0.2% | +21.9% |
| 3M | +119.1% | +5.8% | +113.3% | +139.0% |
| 6M | +103.4% | -20.3% | +123.6% | +128.7% |
| YTD | +59.8% | -37.1% | +97.0% | +86.7% |
| 1Y | +8.5% | -30.2% | +38.7% | +22.3% |
| All | -87.2% | -3.7% | -83.6% | -88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling