-55.5%
ALHC vs PEGA
-45.2%
-10.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -3.0% |
| 7D | +1.0% | -4.5% | +5.5% | +0.8% |
| 30D | -14.2% | -5.7% | -8.5% | -14.3% |
| 3M | -45.1% | +2.7% | -47.8% | -44.6% |
| 6M | -59.5% | -10.5% | -49.0% | -59.0% |
| YTD | -62.8% | -45.4% | -17.4% | -61.7% |
| 1Y | -55.5% | -44.7% | -10.8% | -54.4% |
| All | -55.5% | -45.2% | -10.3% | -54.4% |
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 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