+83.0%
ALB vs PEGA
+175.4%
-92.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.2% | +6.8% | +3.9% |
| 7D | -4.4% | -2.4% | -2.0% | -3.7% |
| 30D | -1.2% | +9.6% | -10.8% | -4.3% |
| 3M | -13.3% | +2.3% | -15.6% | -15.4% |
| 6M | -19.8% | -23.9% | +4.1% | -14.7% |
| YTD | -7.9% | -39.8% | +31.8% | +4.4% |
| 1Y | +60.2% | -37.4% | +97.6% | +77.7% |
| 3Y | -26.4% | +53.1% | -79.6% | -47.9% |
| 5Y | -42.5% | -47.2% | +4.7% | -37.4% |
| 10Y | +83.0% | +174.3% | -91.3% | +1.7% |
| All | +83.0% | +175.4% | -92.4% | +1.7% |
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 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