+169.6%
PENG vs ADVB
+73.8%
+95.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +6.4% |
| 7D | +4.5% | -3.8% | +8.3% | +4.4% |
| 30D | -7.1% | +17.6% | -24.7% | -5.6% |
| 3M | -27.3% | +119.1% | -146.4% | -19.3% |
| 6M | +169.6% | +103.4% | +66.2% | +192.0% |
| All | +169.6% | +73.8% | +95.7% | +192.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling