-6.8%
PEG vs ADVB
+5.8%
-12.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | +0.7% | -3.8% | +4.5% | +0.7% |
| 30D | -2.4% | +17.6% | -20.0% | -2.6% |
| 3M | -4.8% | +119.1% | -123.9% | -5.6% |
| 6M | -10.7% | +103.4% | -114.1% | -11.8% |
| YTD | -6.7% | +59.8% | -66.5% | -7.8% |
| 1Y | -6.8% | +8.5% | -15.4% | -8.3% |
| All | -6.8% | +5.8% | -12.7% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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