+53.4%
ALLE vs PEGA
-47.0%
+100.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.9% | +6.7% | +3.4% |
| 7D | -0.6% | -10.0% | +9.3% | +0.9% |
| 30D | +26.6% | -12.7% | +39.3% | +29.1% |
| 3M | +13.2% | -4.6% | +17.8% | +13.7% |
| 6M | +42.9% | -13.1% | +56.0% | +44.7% |
| YTD | +21.0% | -47.6% | +68.6% | +31.5% |
| 1Y | +15.2% | -47.0% | +62.2% | +24.8% |
| 3Y | +95.6% | +42.0% | +53.6% | +63.3% |
| 5Y | +53.4% | -47.8% | +101.3% | +49.2% |
| All | +53.4% | -47.0% | +100.4% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling