+2,164.6%
ABT vs PEGA
+1,209.2%
+955.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.4% |
| 7D | -3.7% | +3.3% | -7.0% | -3.9% |
| 30D | +2.5% | +17.7% | -15.3% | +1.5% |
| 3M | +20.2% | +5.8% | +14.4% | +19.6% |
| 6M | -2.9% | -20.3% | +17.3% | -2.0% |
| YTD | -11.9% | -37.1% | +25.2% | -10.2% |
| 1Y | -16.5% | -30.2% | +13.7% | -15.5% |
| 3Y | +12.1% | +48.1% | -36.0% | +7.2% |
| 5Y | -7.4% | -46.8% | +39.4% | -7.7% |
| 10Y | +210.7% | +191.3% | +19.4% | +186.2% |
| All | +2,164.6% | +1,209.2% | +955.4% | +1,731.7% |
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