+1,156.2%
ABBV vs PEGA
+561.1%
+595.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.3% |
| 7D | +0.4% | +3.3% | -2.9% | 0.0% |
| 30D | +4.2% | +17.7% | -13.6% | +2.1% |
| 3M | +14.8% | +5.8% | +9.0% | +13.6% |
| 6M | +10.3% | -20.3% | +30.5% | +12.4% |
| YTD | +14.9% | -37.1% | +52.0% | +20.0% |
| 1Y | +24.1% | -30.2% | +54.3% | +27.4% |
| 3Y | +91.9% | +48.1% | +43.8% | +71.3% |
| 5Y | +176.0% | -46.8% | +222.8% | +187.9% |
| 10Y | +502.9% | +191.3% | +311.6% | +319.2% |
| All | +1,156.2% | +561.1% | +595.0% | +735.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling