-62.1%
ALB vs PEGA
-45.3%
-16.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.7% |
| 7D | +9.1% | -4.5% | +13.6% | +10.2% |
| 30D | -3.4% | -5.7% | +2.3% | -2.3% |
| 3M | -20.6% | +2.6% | -23.2% | -21.6% |
| 6M | -48.2% | -10.6% | -37.6% | -47.7% |
| YTD | -29.2% | -45.5% | +16.2% | -19.9% |
| 1Y | +10.0% | -44.8% | +54.8% | +23.9% |
| 3Y | -12.9% | +45.5% | -58.4% | -34.6% |
| All | -62.1% | -45.3% | -16.8% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling