+38.6%
ALB vs PEGA
+97.3%
-58.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.8% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | -4.5% | -4.1% | -0.4% | -3.7% |
| 3M | -28.1% | -2.8% | -25.2% | -28.1% |
| 6M | -53.2% | -0.4% | -52.7% | -54.4% |
| YTD | -33.3% | -45.4% | +12.1% | -22.5% |
| 1Y | -17.4% | -42.6% | +25.2% | -5.9% |
| 3Y | -14.1% | +45.4% | -59.5% | -39.1% |
| 5Y | -64.0% | -44.6% | -19.4% | -62.4% |
| All | +38.6% | +97.3% | -58.7% | -10.7% |
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