-78.8%
ABCL vs PEGA
-49.0%
-29.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.9% | +9.1% | +6.5% |
| 7D | +12.4% | -10.0% | +22.4% | +16.1% |
| 30D | -0.4% | -12.7% | +12.3% | +3.6% |
| 3M | +80.4% | -4.6% | +85.0% | +80.5% |
| 6M | +138.5% | -13.1% | +151.6% | +143.9% |
| YTD | +265.5% | -47.6% | +313.1% | +337.5% |
| 1Y | +219.7% | -47.0% | +266.7% | +281.5% |
| 3Y | +209.4% | +42.0% | +167.4% | +129.9% |
| 5Y | -15.0% | -47.8% | +32.8% | +0.7% |
| All | -78.8% | -49.0% | -29.8% | -74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling