+27.3%
ALC vs PEGA
-4.3%
+31.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | -6.3% | -8.6% | +2.4% | -4.7% |
| 30D | +12.6% | -10.1% | +22.7% | +14.8% |
| 3M | -3.8% | -4.7% | +0.9% | -3.2% |
| 6M | +16.8% | -8.0% | +24.8% | +17.6% |
| YTD | -7.6% | -47.1% | +39.5% | +2.3% |
| 1Y | -5.9% | -47.5% | +41.6% | +4.2% |
| 3Y | +0.6% | +40.2% | -39.7% | -14.9% |
| 5Y | -9.5% | -45.7% | +36.3% | -4.3% |
| All | +27.3% | -4.3% | +31.6% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling