+30.1%
ALC vs PEGA
-3.9%
+34.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | +2.3% | -8.2% | +10.5% | +4.0% |
| 30D | +15.5% | -11.6% | +27.1% | +18.1% |
| 3M | +0.6% | -4.2% | +4.7% | +1.1% |
| 6M | +18.4% | -12.0% | +30.4% | +20.1% |
| YTD | -5.6% | -46.9% | +41.3% | +4.4% |
| 1Y | 0.0% | -47.0% | +47.0% | +10.5% |
| 3Y | +2.8% | +40.9% | -38.1% | -13.1% |
| 5Y | -8.8% | -45.4% | +36.6% | -3.7% |
| All | +30.1% | -3.9% | +34.0% | +11.6% |
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