-17.2%
ABCL vs PEGA
-45.6%
+28.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | +2.3% | -8.2% | +10.5% | +4.9% |
| 30D | -0.7% | -11.6% | +10.9% | +2.6% |
| 3M | +33.4% | -4.2% | +37.6% | +33.2% |
| 6M | +137.8% | -12.0% | +149.8% | +142.0% |
| YTD | +264.3% | -46.9% | +311.2% | +331.2% |
| 1Y | +209.2% | -47.0% | +256.2% | +266.3% |
| 3Y | +208.4% | +40.9% | +167.5% | +134.2% |
| All | -17.2% | -45.6% | +28.4% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling