+60.2%
ALB vs PEGA
-35.6%
+95.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.2% | +6.8% | +2.7% |
| 7D | -4.4% | -2.4% | -2.0% | -4.4% |
| 30D | -1.2% | +9.6% | -10.8% | -1.4% |
| 3M | -13.3% | +2.3% | -15.6% | -12.9% |
| 6M | -19.8% | -23.9% | +4.1% | -18.0% |
| YTD | -7.9% | -39.8% | +31.8% | +0.3% |
| 1Y | +60.2% | -37.4% | +97.6% | +74.1% |
| All | +60.2% | -35.6% | +95.7% | +74.1% |
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