+24.5%
ALAB vs PEGA
-44.4%
+69.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.5% | -4.4% |
| 7D | -24.9% | -2.9% | -22.0% | -25.0% |
| 30D | -38.4% | -0.5% | -37.9% | -38.4% |
| 3M | -38.3% | +8.5% | -46.8% | -38.3% |
| 6M | +10.9% | -6.3% | +17.2% | +15.8% |
| YTD | +34.2% | -42.2% | +76.4% | +66.5% |
| 1Y | +24.5% | -43.4% | +68.0% | +57.1% |
| All | +24.5% | -44.4% | +69.0% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling