-33.9%
ALK vs PEGA
-45.3%
+11.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.4% |
| 7D | +9.0% | -4.5% | +13.6% | +10.2% |
| 30D | -1.6% | -5.7% | +4.0% | -0.4% |
| 3M | -23.2% | +2.6% | -25.7% | -24.0% |
| 6M | -3.9% | -10.6% | +6.7% | -2.6% |
| YTD | -22.6% | -45.5% | +22.9% | -13.0% |
| 1Y | -5.3% | -44.8% | +39.5% | +6.1% |
| 3Y | +18.6% | +45.5% | -27.0% | +0.2% |
| All | -33.9% | -45.3% | +11.4% | -29.7% |
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 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