+17.4%
ALLE vs PEGA
-46.5%
+63.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -0.2% | +3.3% | -3.5% | -0.7% |
| 30D | -6.8% | +17.7% | -24.5% | -9.2% |
| 3M | +21.0% | +5.8% | +15.2% | +19.3% |
| 6M | +1.1% | -20.3% | +21.4% | +3.7% |
| YTD | -0.5% | -37.1% | +36.6% | +5.4% |
| 1Y | -7.3% | -30.2% | +22.9% | -4.0% |
| 3Y | +42.3% | +48.1% | -5.9% | +19.5% |
| All | +17.4% | -46.5% | +63.9% | +16.1% |
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