-97.4%
ADVB vs PEGA
-13.4%
-84.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.3% | -7.2% | -10.0% |
| 7D | -28.0% | -1.6% | -26.4% | -28.3% |
| 30D | -70.2% | -3.0% | -67.2% | -70.4% |
| 3M | -76.1% | +5.8% | -81.9% | -75.7% |
| 6M | -72.3% | -8.8% | -63.5% | -70.3% |
| YTD | -67.5% | -43.5% | -23.9% | -62.8% |
| 1Y | -78.6% | -43.4% | -35.2% | -75.5% |
| All | -97.4% | -13.4% | -84.0% | -97.6% |
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