+152.2%
ABCL vs PEGA
-44.4%
+196.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -10.0% | -2.9% | -7.1% | -9.4% |
| 30D | -10.9% | -0.5% | -10.4% | -11.1% |
| 3M | +101.6% | +8.5% | +93.1% | +94.3% |
| 6M | +167.5% | -6.3% | +173.8% | +171.3% |
| YTD | +259.1% | -42.2% | +301.3% | +346.2% |
| 1Y | +152.2% | -43.4% | +195.6% | +221.6% |
| All | +152.2% | -44.4% | +196.6% | +221.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling