-15.5%
ALC vs PEGA
-46.5%
+30.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -2.1% | +3.3% | -5.4% | -2.6% |
| 30D | -0.1% | +17.7% | -17.8% | -2.5% |
| 3M | +5.9% | +5.8% | +0.1% | +4.5% |
| 6M | -15.9% | -20.3% | +4.3% | -13.8% |
| YTD | -10.1% | -37.1% | +27.0% | -5.1% |
| 1Y | -10.2% | -30.2% | +20.0% | -7.0% |
| 3Y | -13.6% | +48.1% | -61.7% | -23.7% |
| All | -15.5% | -46.5% | +30.9% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling