+93.6%
PENG vs ADVB
-77.7%
+171.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +4.2% | +8.2% | +12.4% |
| 7D | -19.4% | -13.9% | -5.5% | -19.8% |
| 30D | -42.4% | -68.1% | +25.7% | -45.0% |
| 3M | -25.6% | -73.4% | +47.7% | -29.1% |
| 6M | +7.3% | -70.8% | +78.1% | +8.7% |
| YTD | +113.9% | -66.1% | +180.0% | +115.0% |
| 1Y | +93.6% | -77.5% | +171.1% | +94.9% |
| All | +93.6% | -77.7% | +171.2% | +94.9% |
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