-41.0%
ALK vs PEGA
+92.7%
-133.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | +12.9% | -8.2% | +21.2% | +15.7% |
| 30D | +5.5% | -11.6% | +17.1% | +9.2% |
| 3M | -12.1% | -4.2% | -8.0% | -11.6% |
| 6M | +1.7% | -12.0% | +13.7% | +3.7% |
| YTD | -17.4% | -46.9% | +29.5% | -3.7% |
| 1Y | -1.9% | -47.0% | +45.0% | +14.4% |
| 3Y | +21.2% | +40.9% | -19.6% | -4.4% |
| 5Y | -27.8% | -45.4% | +17.6% | -23.4% |
| 10Y | -41.0% | +95.9% | -136.9% | -58.5% |
| All | -41.0% | +92.7% | -133.7% | -58.5% |
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