-4.6%
PEP vs ADVB
-88.3%
+83.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -1.4% | -3.8% | +2.4% | -1.4% |
| 30D | +0.2% | +17.6% | -17.3% | +0.2% |
| 3M | -1.1% | +119.1% | -120.2% | -1.9% |
| 6M | -13.5% | +103.4% | -116.9% | -14.3% |
| YTD | -1.2% | +59.8% | -61.0% | -1.8% |
| 1Y | -1.6% | +8.5% | -10.1% | -1.6% |
| All | -4.6% | -88.3% | +83.7% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling