+15.5%
ALLE vs PEGA
-47.6%
+63.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.9% | +6.7% | +3.0% |
| 7D | -0.6% | -10.0% | +9.3% | -0.1% |
| 30D | +26.6% | -12.7% | +39.3% | +27.4% |
| 3M | +13.2% | -4.6% | +17.8% | +13.6% |
| 6M | +42.9% | -13.1% | +56.0% | +42.8% |
| YTD | +21.0% | -47.6% | +68.6% | +19.7% |
| All | +15.5% | -47.6% | +63.0% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling