-5.9%
ALC vs PEGA
-47.0%
+41.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | -6.3% | -8.6% | +2.4% | -5.0% |
| 30D | +12.6% | -10.1% | +22.7% | +14.4% |
| 3M | -3.8% | -4.7% | +0.9% | -3.1% |
| 6M | +16.8% | -8.0% | +24.8% | +17.8% |
| YTD | -7.6% | -47.1% | +39.5% | +0.2% |
| 1Y | -5.9% | -47.5% | +41.6% | +2.1% |
| All | -5.9% | -47.0% | +41.2% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling