+33.7%
ALAB vs PEGA
-35.6%
+69.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.2% | -2.8% | -6.9% |
| 7D | +3.2% | -2.4% | +5.6% | +3.2% |
| 30D | -13.6% | +9.6% | -23.2% | -13.5% |
| 3M | -16.6% | +2.3% | -18.9% | -14.2% |
| 6M | +142.3% | -23.9% | +166.2% | +169.4% |
| YTD | +73.6% | -39.8% | +113.4% | +100.3% |
| 1Y | +33.7% | -37.4% | +71.1% | +57.9% |
| All | +33.7% | -35.6% | +69.2% | +57.9% |
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