+35.9%
LDOS vs PEGA
+48.6%
-12.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | -3.7% | -1.6% | -2.1% | -3.5% |
| 30D | +16.4% | -3.0% | +19.4% | +16.8% |
| 3M | +7.4% | +5.8% | +1.6% | +6.6% |
| 6M | -0.3% | -8.8% | +8.5% | +0.2% |
| YTD | -24.0% | -43.5% | +19.5% | -20.5% |
| 1Y | -29.6% | -43.4% | +13.8% | -26.4% |
| All | +35.9% | +48.6% | -12.7% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling