+219.2%
ALLE vs PEGA
+101.4%
+117.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.2% |
| 7D | -0.6% | -4.5% | +3.9% | +0.4% |
| 30D | +25.3% | -5.7% | +31.0% | +26.8% |
| 3M | +10.3% | +2.6% | +7.7% | +9.3% |
| 6M | +38.0% | -10.6% | +48.6% | +39.6% |
| YTD | +17.8% | -45.5% | +63.3% | +30.9% |
| 1Y | +13.6% | -44.8% | +58.4% | +25.6% |
| 3Y | +89.2% | +45.5% | +43.7% | +49.9% |
| 5Y | +51.1% | -45.3% | +96.4% | +52.5% |
| All | +219.2% | +101.4% | +117.7% | +108.9% |
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