-39.7%
ABCL vs PEGA
-46.5%
+6.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.9% |
| 7D | +0.7% | +3.3% | -2.6% | -0.3% |
| 30D | +93.1% | +17.7% | +75.3% | +82.6% |
| 3M | +79.4% | +5.8% | +73.6% | +73.8% |
| 6M | +214.9% | -20.3% | +235.1% | +233.1% |
| YTD | +234.2% | -37.1% | +271.4% | +279.6% |
| 1Y | +174.8% | -30.2% | +205.0% | +199.6% |
| 3Y | +104.5% | +48.1% | +56.4% | +55.7% |
| All | -39.7% | -46.5% | +6.8% | -22.3% |
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