-47.4%
ALK vs PEGA
+97.3%
-144.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.8% |
| 7D | -1.2% | +0.1% | -1.3% | -1.4% |
| 30D | +7.7% | -4.1% | +11.8% | +8.8% |
| 3M | -19.0% | -2.8% | -16.2% | -18.8% |
| 6M | -0.2% | -0.4% | +0.2% | -2.0% |
| YTD | -23.5% | -45.4% | +21.9% | -11.5% |
| 1Y | -9.1% | -42.6% | +33.5% | +3.5% |
| 3Y | +12.0% | +45.4% | -33.4% | -12.6% |
| 5Y | -30.9% | -44.6% | +13.7% | -26.7% |
| All | -47.4% | +97.3% | -144.7% | -64.5% |
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