+138.8%
ABCL vs PEGA
-9.1%
+148.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.3% | -7.1% | -9.2% |
| 7D | -14.9% | -1.6% | -13.3% | -14.8% |
| 30D | -15.4% | -3.0% | -12.4% | -15.3% |
| 3M | +88.0% | +5.8% | +82.2% | +84.0% |
| 6M | +138.8% | -8.8% | +147.7% | +165.3% |
| All | +138.8% | -9.1% | +148.0% | +165.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling