-1.1%
PEP vs ADVB
-97.6%
+96.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.5% | +9.7% | +0.2% |
| 7D | +6.7% | -28.0% | +34.7% | +6.6% |
| 30D | +13.5% | -70.2% | +83.7% | +13.6% |
| 3M | +3.9% | -76.1% | +80.0% | +4.0% |
| 6M | -6.0% | -72.3% | +66.3% | -6.1% |
| YTD | +2.5% | -67.5% | +69.9% | +1.9% |
| 1Y | +3.9% | -78.6% | +82.5% | +4.4% |
| All | -1.1% | -97.6% | +96.5% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling