+625.5%
ALK vs PEGA
+1,035.4%
-409.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.1% |
| 7D | +9.0% | -4.5% | +13.6% | +9.7% |
| 30D | -1.6% | -5.7% | +4.0% | -0.9% |
| 3M | -23.2% | +2.6% | -25.7% | -23.6% |
| 6M | -3.9% | -10.6% | +6.7% | -3.1% |
| YTD | -22.6% | -45.5% | +22.9% | -17.2% |
| 1Y | -5.3% | -44.8% | +39.5% | +1.1% |
| 3Y | +18.6% | +45.5% | -27.0% | +8.9% |
| 5Y | -34.4% | -45.3% | +10.9% | -33.5% |
| 10Y | -40.8% | +102.4% | -143.2% | -48.5% |
| All | +625.5% | +1,035.4% | -409.9% | +345.6% |
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