+209.4%
ABCL vs PEGA
+37.6%
+171.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.9% | +9.1% | +6.1% |
| 7D | +12.4% | -10.0% | +22.4% | +14.9% |
| 30D | -0.4% | -12.7% | +12.3% | +2.3% |
| 3M | +80.4% | -4.6% | +85.0% | +80.3% |
| 6M | +138.5% | -13.1% | +151.6% | +142.7% |
| YTD | +265.5% | -47.6% | +313.1% | +314.9% |
| 1Y | +219.7% | -47.0% | +266.7% | +262.1% |
| 3Y | +209.4% | +42.0% | +167.4% | +150.4% |
| All | +209.4% | +37.6% | +171.8% | +150.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling