+275.4%
LDOS vs PEGA
+191.4%
+84.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -5.4% | +3.3% | -8.7% | -6.0% |
| 30D | +4.9% | +17.7% | -12.9% | +1.6% |
| 3M | +7.2% | +5.8% | +1.4% | +5.4% |
| 6M | -24.2% | -20.3% | -4.0% | -21.8% |
| YTD | -25.8% | -37.1% | +11.3% | -20.4% |
| 1Y | -24.7% | -30.2% | +5.5% | -21.3% |
| 3Y | +39.3% | +48.1% | -8.8% | +18.9% |
| 5Y | +43.3% | -46.8% | +90.1% | +60.0% |
| All | +275.4% | +191.4% | +84.0% | +99.2% |
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 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