+209.7%
ABT vs PEGA
+170.9%
+38.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | -4.7% | -6.1% | +1.4% | -3.8% |
| 30D | -3.1% | +6.4% | -9.5% | -4.2% |
| 3M | +16.1% | +2.9% | +13.2% | +15.0% |
| 6M | -5.3% | -23.8% | +18.5% | -2.2% |
| YTD | -14.4% | -41.1% | +26.6% | -8.7% |
| 1Y | -18.4% | -38.2% | +19.8% | -14.0% |
| 3Y | +11.2% | +49.8% | -38.6% | -6.5% |
| 5Y | -9.4% | -48.0% | +38.6% | -4.4% |
| 10Y | +209.7% | +173.1% | +36.6% | +132.1% |
| All | +209.7% | +170.9% | +38.9% | +132.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling