-27.8%
ALK vs PEGA
-47.9%
+20.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.1% | -2.1% |
| 7D | +0.1% | -2.4% | +2.5% | +0.7% |
| 30D | -18.5% | +9.6% | -28.1% | -20.3% |
| 3M | -3.6% | +2.3% | -5.9% | -4.9% |
| 6M | -3.7% | -23.9% | +20.2% | +1.4% |
| YTD | -19.0% | -39.8% | +20.8% | -10.8% |
| 1Y | -36.0% | -37.4% | +1.4% | -30.6% |
| 3Y | +2.3% | +53.1% | -50.8% | -14.5% |
| 5Y | -27.8% | -47.2% | +19.5% | -20.8% |
| All | -27.8% | -47.9% | +20.2% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling