-1.6%
ALK vs PEGA
-47.6%
+46.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.9% | +11.0% | +7.6% |
| 7D | +8.9% | -10.0% | +18.9% | +10.6% |
| 30D | +5.9% | -12.7% | +18.6% | +8.0% |
| 3M | -16.5% | -4.6% | -11.9% | -16.1% |
| 6M | +2.1% | -13.1% | +15.2% | +3.6% |
| YTD | -17.1% | -47.6% | +30.5% | -8.5% |
| All | -1.6% | -47.6% | +46.0% | +8.7% |
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