-97.2%
ADVB vs PEGA
-19.6%
-77.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.5% | +2.7% |
| 7D | -1.2% | -10.0% | +8.8% | -3.2% |
| 30D | -61.4% | -12.7% | -48.7% | -62.4% |
| 3M | -67.8% | -4.6% | -63.2% | -68.1% |
| 6M | -66.9% | -13.1% | -53.8% | -65.1% |
| YTD | -64.9% | -47.6% | -17.3% | -60.4% |
| 1Y | -74.8% | -47.0% | -27.7% | -71.6% |
| All | -97.2% | -19.6% | -77.5% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling