+1,997.5%
ALB vs PEGA
+991.9%
+1,005.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.4% |
| 7D | +9.5% | -10.0% | +19.4% | +10.9% |
| 30D | -2.1% | -12.7% | +10.6% | -0.5% |
| 3M | -24.1% | -4.6% | -19.6% | -24.0% |
| 6M | -51.0% | -13.1% | -37.9% | -50.6% |
| YTD | -29.3% | -47.6% | +18.2% | -24.7% |
| 1Y | +3.2% | -47.0% | +50.2% | +9.7% |
| 3Y | -9.3% | +42.0% | -51.3% | -17.1% |
| 5Y | -61.6% | -47.8% | -13.8% | -61.0% |
| 10Y | +40.8% | +92.0% | -51.2% | +25.2% |
| All | +1,997.5% | +991.9% | +1,005.6% | +1,268.9% |
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