+1,930.8%
ALB vs PEGA
+1,001.0%
+929.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.1% | -8.6% | +9.7% | +2.2% |
| 30D | -2.6% | -10.1% | +7.5% | -1.4% |
| 3M | -25.6% | -4.7% | -20.8% | -25.4% |
| 6M | -54.0% | -8.0% | -46.1% | -54.0% |
| YTD | -31.6% | -47.1% | +15.6% | -27.2% |
| 1Y | -6.6% | -47.5% | +40.9% | -0.5% |
| 3Y | -14.0% | +40.2% | -54.2% | -21.2% |
| 5Y | -62.5% | -45.7% | -16.8% | -62.1% |
| 10Y | +36.3% | +85.1% | -48.8% | +21.6% |
| All | +1,930.8% | +1,001.0% | +929.8% | +1,223.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling