+65.2%
ALAB vs PEGA
-30.0%
+95.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.7% | +9.8% |
| 7D | +7.2% | +3.3% | +3.9% | +7.2% |
| 30D | -2.5% | +17.7% | -20.3% | -2.9% |
| 3M | -13.3% | +5.8% | -19.1% | -10.8% |
| 6M | +172.8% | -20.3% | +193.1% | +204.1% |
| YTD | +86.6% | -37.1% | +123.7% | +119.8% |
| 1Y | +65.2% | -30.2% | +95.4% | +85.2% |
| All | +65.2% | -30.0% | +95.2% | +85.2% |
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 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