+85.2%
ABBV vs PEGA
+48.1%
+37.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -2.8% |
| 7D | -4.3% | -2.4% | -1.9% | -4.2% |
| 30D | +1.1% | +9.6% | -8.5% | +0.7% |
| 3M | +12.3% | +2.3% | +10.0% | +12.0% |
| 6M | +9.8% | -23.9% | +33.7% | +10.7% |
| YTD | +11.5% | -39.8% | +51.2% | +13.3% |
| 1Y | +22.3% | -37.4% | +59.7% | +23.9% |
| 3Y | +85.2% | +53.1% | +32.0% | +76.8% |
| All | +85.2% | +48.1% | +37.1% | +76.8% |
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