+210.2%
ABCL vs PEGA
-47.6%
+257.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.9% | +9.1% | +6.1% |
| 7D | +12.4% | -10.0% | +22.4% | +15.0% |
| 30D | -0.4% | -12.7% | +12.3% | +2.4% |
| 3M | +80.4% | -4.6% | +85.0% | +79.3% |
| 6M | +138.5% | -13.1% | +151.6% | +145.7% |
| YTD | +265.5% | -47.6% | +313.1% | +363.6% |
| All | +210.2% | -47.6% | +257.7% | +292.0% |
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