+8.6%
ALB vs PEGA
-44.4%
+53.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | -2.1% | -2.9% | +0.8% | -2.1% |
| 30D | -9.0% | -0.5% | -8.5% | -9.0% |
| 3M | -21.1% | +8.5% | -29.6% | -20.9% |
| 6M | -49.9% | -6.3% | -43.6% | -49.5% |
| YTD | -32.3% | -42.2% | +9.9% | -26.5% |
| 1Y | +8.6% | -43.4% | +52.0% | +21.7% |
| All | +8.6% | -44.4% | +53.0% | +21.7% |
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 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