+1,353.7%
ABBV vs PEGA
+456.0%
+897.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +0.1% | -8.6% | +8.7% | +1.1% |
| 30D | +5.6% | -10.1% | +15.7% | +6.8% |
| 3M | +18.7% | -4.7% | +23.4% | +19.0% |
| 6M | +47.4% | -8.0% | +55.4% | +47.7% |
| YTD | +33.0% | -47.1% | +80.1% | +41.4% |
| 1Y | +34.9% | -47.5% | +82.4% | +43.5% |
| 3Y | +135.2% | +40.2% | +94.9% | +110.2% |
| 5Y | +202.1% | -45.7% | +247.8% | +207.5% |
| 10Y | +602.6% | +85.1% | +517.5% | +428.9% |
| All | +1,353.7% | +456.0% | +897.7% | +885.1% |
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