-9.9%
ABT vs PEGA
-47.9%
+38.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -2.2% |
| 7D | -3.1% | -2.4% | -0.7% | -2.9% |
| 30D | -2.1% | +9.6% | -11.8% | -3.0% |
| 3M | +17.4% | +2.3% | +15.1% | +16.8% |
| 6M | -2.4% | -23.9% | +21.5% | -0.8% |
| YTD | -14.2% | -39.8% | +25.6% | -11.3% |
| 1Y | -18.3% | -37.4% | +19.1% | -16.0% |
| 3Y | +11.5% | +53.1% | -41.6% | 0.0% |
| 5Y | -9.9% | -47.2% | +37.3% | -8.2% |
| All | -9.9% | -47.9% | +38.1% | -8.2% |
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