+25.2%
ABT vs PEGA
+44.0%
-18.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +1.0% | -8.2% | +9.2% | +1.3% |
| 30D | +11.6% | -11.6% | +23.1% | +12.1% |
| 3M | +2.3% | -4.2% | +6.5% | +2.4% |
| 6M | +32.7% | -12.0% | +44.7% | +32.9% |
| YTD | -9.6% | -46.9% | +37.3% | -8.7% |
| 1Y | -10.1% | -47.0% | +36.9% | -9.2% |
| 3Y | +25.2% | +40.9% | -15.7% | +20.9% |
| All | +25.2% | +44.0% | -18.8% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling