+24.5%
ALK vs PEGA
+37.6%
-13.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.9% | +11.0% | +7.9% |
| 7D | +8.9% | -10.0% | +18.9% | +11.3% |
| 30D | +5.9% | -12.7% | +18.6% | +8.9% |
| 3M | -16.5% | -4.6% | -11.9% | -16.1% |
| 6M | +2.1% | -13.1% | +15.2% | +4.0% |
| YTD | -17.1% | -47.6% | +30.5% | -6.4% |
| 1Y | -2.9% | -47.0% | +44.2% | +9.3% |
| 3Y | +24.5% | +42.0% | -17.5% | -2.8% |
| All | +24.5% | +37.6% | -13.1% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling