-22.5%
ABCL vs PEGA
-45.3%
+22.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.5% | +10.2% | +7.8% |
| 7D | -3.2% | -4.5% | +1.3% | -1.9% |
| 30D | -7.4% | -5.7% | -1.7% | -6.2% |
| 3M | +81.9% | +2.6% | +79.4% | +78.2% |
| 6M | +135.7% | -10.6% | +146.3% | +138.8% |
| YTD | +247.4% | -45.5% | +292.9% | +308.4% |
| 1Y | +162.3% | -44.8% | +207.0% | +207.1% |
| 3Y | +165.5% | +45.5% | +119.9% | +99.4% |
| All | -22.5% | -45.3% | +22.8% | -0.2% |
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