-30.2%
LDOS vs PEGA
-47.6%
+17.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.9% | +6.2% | +3.1% |
| 7D | -5.8% | -10.0% | +4.2% | -3.8% |
| 30D | +11.6% | -12.7% | +24.3% | +14.6% |
| 3M | -1.0% | -4.6% | +3.6% | -0.2% |
| 6M | +5.1% | -13.1% | +18.1% | +7.2% |
| YTD | -24.0% | -47.6% | +23.5% | -16.8% |
| All | -30.2% | -47.6% | +17.3% | -23.6% |
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 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