+124.7%
PENG vs ADVB
-76.7%
+201.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.5% | -4.6% | -9.2% |
| 7D | -20.5% | -29.5% | +9.1% | -21.4% |
| 30D | -20.4% | -66.9% | +46.5% | -23.9% |
| 3M | -16.4% | -73.7% | +57.3% | -20.5% |
| 6M | +49.2% | -64.8% | +114.0% | +50.6% |
| YTD | +147.2% | -64.0% | +211.2% | +148.9% |
| 1Y | +124.7% | -77.0% | +201.6% | +125.7% |
| All | +124.7% | -76.7% | +201.3% | +125.7% |
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