-21.8%
ALHC vs PEGA
-33.1%
+11.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.2% |
| 7D | -0.6% | +3.3% | -3.9% | -1.3% |
| 30D | -1.0% | +17.7% | -18.8% | -4.5% |
| 3M | -10.2% | +5.8% | -15.9% | -12.2% |
| 6M | -28.3% | -20.3% | -8.0% | -25.7% |
| YTD | -31.4% | -37.1% | +5.7% | -25.4% |
| 1Y | -16.9% | -30.2% | +13.3% | -12.9% |
| 3Y | +135.5% | +48.1% | +87.4% | +78.5% |
| 5Y | -33.6% | -46.8% | +13.2% | -19.6% |
| All | -21.8% | -33.1% | +11.3% | -11.4% |
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