+2,563.3%
ALB vs PEGA
+1,209.2%
+1,354.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -4.3% |
| 7D | -8.1% | +3.3% | -11.4% | -8.5% |
| 30D | +6.3% | +17.7% | -11.5% | +4.0% |
| 3M | -23.6% | +5.8% | -29.4% | -24.6% |
| 6M | -24.6% | -20.3% | -4.4% | -23.2% |
| YTD | -10.3% | -37.1% | +26.9% | -6.3% |
| 1Y | +61.5% | -30.2% | +91.7% | +66.0% |
| 3Y | -34.0% | +48.1% | -82.1% | -39.8% |
| 5Y | -44.6% | -46.8% | +2.2% | -43.9% |
| 10Y | +76.1% | +191.3% | -115.2% | +50.0% |
| All | +2,563.3% | +1,209.2% | +1,354.0% | +1,602.7% |
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 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