+621.0%
ALK vs PEGA
+1,076.4%
-455.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -1.0% | -2.9% |
| 7D | +7.1% | -1.6% | +8.6% | +7.3% |
| 30D | -3.0% | -3.0% | 0.0% | -2.6% |
| 3M | -25.6% | +5.8% | -31.5% | -26.4% |
| 6M | +0.5% | -8.8% | +9.3% | +1.0% |
| YTD | -23.1% | -43.5% | +20.5% | -18.1% |
| 1Y | -7.5% | -43.4% | +35.8% | -1.6% |
| 3Y | +15.3% | +48.6% | -33.3% | +5.6% |
| 5Y | -34.8% | -43.3% | +8.5% | -34.2% |
| 10Y | -41.2% | +109.7% | -150.8% | -49.1% |
| All | +621.0% | +1,076.4% | -455.4% | +340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling