+497.0%
ABBV vs PEGA
+170.9%
+326.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.1% |
| 7D | -4.1% | -6.1% | +2.0% | -3.5% |
| 30D | +1.2% | +6.4% | -5.2% | +0.5% |
| 3M | +12.1% | +2.9% | +9.2% | +11.4% |
| 6M | +12.0% | -23.8% | +35.9% | +14.3% |
| YTD | +12.4% | -41.1% | +53.5% | +17.2% |
| 1Y | +22.9% | -38.2% | +61.2% | +27.2% |
| 3Y | +86.8% | +49.8% | +36.9% | +69.1% |
| 5Y | +181.0% | -48.0% | +229.0% | +198.5% |
| 10Y | +497.0% | +173.1% | +323.8% | +374.4% |
| All | +497.0% | +170.9% | +326.1% | +374.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling