+32.0%
ALC vs PEGA
-5.1%
+37.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.0% |
| 7D | +2.1% | -10.0% | +12.0% | +4.1% |
| 30D | +17.2% | -12.7% | +29.9% | +20.2% |
| 3M | +4.6% | -4.6% | +9.2% | +5.3% |
| 6M | +20.1% | -13.1% | +33.2% | +22.2% |
| YTD | -4.2% | -47.6% | +43.4% | +6.2% |
| 1Y | +2.1% | -47.0% | +49.1% | +12.8% |
| 3Y | +4.5% | +42.0% | -37.5% | -12.0% |
| 5Y | -12.3% | -47.8% | +35.5% | -6.2% |
| All | +32.0% | -5.1% | +37.1% | +13.5% |
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