+342.6%
ALLE vs PEGA
+184.3%
+158.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.4% |
| 7D | 0.0% | -1.6% | +1.6% | +0.4% |
| 30D | +20.6% | -3.0% | +23.6% | +21.3% |
| 3M | +11.4% | +5.8% | +5.6% | +9.7% |
| 6M | +42.5% | -8.8% | +51.4% | +43.6% |
| YTD | +18.9% | -43.5% | +62.4% | +31.1% |
| 1Y | +14.2% | -43.4% | +57.6% | +25.6% |
| 3Y | +90.7% | +48.6% | +42.1% | +52.3% |
| 5Y | +52.5% | -43.3% | +95.8% | +50.6% |
| 10Y | +231.2% | +109.7% | +121.5% | +120.5% |
| All | +342.6% | +184.3% | +158.4% | +163.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling