-42.7%
ALK vs PEGA
+101.6%
-144.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.6% |
| 7D | +9.0% | -4.5% | +13.6% | +10.6% |
| 30D | -1.6% | -5.7% | +4.0% | 0.0% |
| 3M | -23.2% | +2.7% | -25.8% | -24.3% |
| 6M | -3.9% | -10.5% | +6.6% | -2.4% |
| YTD | -22.6% | -45.4% | +22.9% | -10.3% |
| 1Y | -5.3% | -44.7% | +39.4% | +9.2% |
| 3Y | +18.6% | +45.7% | -27.1% | -7.3% |
| 5Y | -34.4% | -45.3% | +10.9% | -30.1% |
| All | -42.7% | +101.6% | -144.3% | -59.3% |
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