-53.2%
ALHC vs PEGA
-46.9%
-6.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.5% |
| 7D | +3.8% | -8.2% | +12.0% | +3.5% |
| 30D | +1.7% | -11.6% | +13.2% | +1.2% |
| 3M | -44.3% | -4.2% | -40.2% | -44.0% |
| 6M | -57.2% | -12.0% | -45.2% | -56.8% |
| YTD | -61.2% | -46.9% | -14.3% | -60.0% |
| 1Y | -53.2% | -47.0% | -6.2% | -51.7% |
| All | -53.2% | -46.9% | -6.3% | -51.7% |
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