+67.7%
PENG vs ADVB
-79.1%
+146.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -9.5% | -13.5% | -23.2% |
| 7D | -36.7% | -28.0% | -8.7% | -37.3% |
| 30D | -42.0% | -70.2% | +28.2% | -44.7% |
| 3M | -33.2% | -76.1% | +42.9% | -36.5% |
| 6M | +2.1% | -72.3% | +74.4% | +3.4% |
| YTD | +90.3% | -67.5% | +157.8% | +91.1% |
| 1Y | +67.7% | -78.6% | +146.2% | +68.6% |
| All | +67.7% | -79.1% | +146.7% | +68.6% |
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