+2,198.8%
ABT vs PEGA
+1,001.0%
+1,197.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | -5.4% | -8.6% | +3.3% | -4.9% |
| 30D | +8.0% | -10.1% | +18.1% | +8.6% |
| 3M | +0.2% | -4.7% | +5.0% | +0.4% |
| 6M | +34.1% | -8.0% | +42.1% | +34.4% |
| YTD | -10.6% | -47.1% | +36.5% | -8.0% |
| 1Y | -11.8% | -47.5% | +35.7% | -9.2% |
| 3Y | +23.9% | +40.2% | -16.4% | +18.8% |
| 5Y | -5.1% | -45.7% | +40.6% | -5.5% |
| 10Y | +228.6% | +85.1% | +143.6% | +208.9% |
| All | +2,198.8% | +1,001.0% | +1,197.8% | +1,776.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling