-58.0%
ALHC vs PEGA
-44.2%
-13.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +3.0% | -0.1% |
| 7D | +3.9% | -10.0% | +13.8% | +6.1% |
| 30D | -3.6% | -12.7% | +9.0% | -1.1% |
| 3M | -49.4% | -4.6% | -44.8% | -49.1% |
| 6M | -59.5% | -13.1% | -46.4% | -59.0% |
| YTD | -63.2% | -47.6% | -15.6% | -58.5% |
| 1Y | -55.5% | -47.0% | -8.5% | -50.0% |
| 3Y | +23.0% | +42.0% | -19.0% | -8.4% |
| 5Y | -65.7% | -47.8% | -17.9% | -59.3% |
| All | -58.0% | -44.2% | -13.8% | -50.6% |
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