-1.0%
ALK vs PEGA
-44.4%
+43.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.7% | +8.8% |
| 7D | +12.4% | -2.9% | +15.3% | +12.9% |
| 30D | +2.1% | -0.5% | +2.6% | +2.1% |
| 3M | -23.9% | +8.5% | -32.4% | -24.9% |
| 6M | +8.2% | -6.3% | +14.5% | +8.6% |
| YTD | -20.5% | -42.2% | +21.7% | -14.1% |
| 1Y | -1.0% | -43.4% | +42.4% | +7.8% |
| All | -1.0% | -44.4% | +43.4% | +7.8% |
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