+207.4%
ALAB vs PEGA
+1.7%
+205.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.5% | +9.7% | +7.3% |
| 7D | -26.3% | -4.5% | -21.8% | -25.2% |
| 30D | -50.1% | -5.7% | -44.4% | -49.5% |
| 3M | -42.5% | +2.7% | -45.1% | -44.1% |
| 6M | -10.8% | -10.5% | -0.3% | -11.3% |
| YTD | +14.6% | -45.4% | +60.1% | +43.5% |
| 1Y | +17.1% | -44.7% | +61.9% | +46.2% |
| All | +207.4% | +1.7% | +205.8% | +141.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling