+212.1%
ALLE vs PEGA
+94.9%
+117.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.0% |
| 7D | +1.6% | -4.6% | +6.1% | +2.5% |
| 30D | +24.1% | -6.8% | +30.9% | +25.8% |
| 3M | +14.8% | +2.6% | +12.3% | +13.8% |
| 6M | +45.9% | -5.4% | +51.2% | +45.7% |
| YTD | +20.7% | -46.0% | +66.8% | +34.5% |
| 1Y | +14.2% | -45.6% | +59.8% | +26.7% |
| 3Y | +90.7% | +43.2% | +47.5% | +51.5% |
| 5Y | +50.6% | -45.3% | +95.8% | +51.7% |
| All | +212.1% | +94.9% | +117.2% | +100.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling