-6.6%
ALB vs PEGA
-47.0%
+40.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +1.1% | -8.6% | +9.7% | +0.8% |
| 30D | -2.6% | -10.1% | +7.5% | -2.9% |
| 3M | -25.6% | -4.7% | -20.8% | -25.7% |
| 6M | -54.0% | -8.0% | -46.1% | -53.9% |
| YTD | -31.6% | -47.1% | +15.6% | -26.5% |
| 1Y | -6.6% | -47.5% | +40.9% | +0.5% |
| All | -6.6% | -47.0% | +40.5% | +0.5% |
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