+134.3%
ABBV vs PEGA
+44.0%
+90.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +2.8% | -8.2% | +11.0% | +3.1% |
| 30D | +7.0% | -11.6% | +18.5% | +7.5% |
| 3M | +19.2% | -4.2% | +23.4% | +19.4% |
| 6M | +47.8% | -12.0% | +59.7% | +48.1% |
| YTD | +32.5% | -46.9% | +79.4% | +35.3% |
| 1Y | +38.4% | -47.0% | +85.4% | +41.3% |
| 3Y | +134.3% | +40.9% | +93.4% | +132.5% |
| All | +134.3% | +44.0% | +90.3% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling