-1.9%
ALK vs PEGA
-46.9%
+45.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +12.9% | -8.2% | +21.2% | +14.3% |
| 30D | +5.5% | -11.6% | +17.1% | +7.4% |
| 3M | -12.1% | -4.2% | -8.0% | -11.7% |
| 6M | +1.7% | -12.0% | +13.7% | +3.0% |
| YTD | -17.4% | -46.9% | +29.5% | -9.0% |
| 1Y | -1.9% | -47.0% | +45.0% | +8.1% |
| All | -1.9% | -46.9% | +45.0% | +8.1% |
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