+31.6%
ALC vs PEGA
-1.4%
+33.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.4% |
| 7D | +4.9% | -4.5% | +9.4% | +5.8% |
| 30D | +19.0% | -5.7% | +24.6% | +20.2% |
| 3M | +7.8% | +2.6% | +5.2% | +7.0% |
| 6M | +14.6% | -10.6% | +25.2% | +15.9% |
| YTD | -4.4% | -45.5% | +41.0% | +5.2% |
| 1Y | +1.4% | -44.8% | +46.2% | +11.2% |
| 3Y | +2.5% | +45.5% | -43.0% | -14.0% |
| 5Y | -10.9% | -45.3% | +34.4% | -5.6% |
| All | +31.6% | -1.4% | +33.0% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling