+41.3%
LDOS vs PEGA
+49.4%
-8.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -5.4% | +3.3% | -8.7% | -5.8% |
| 30D | +4.9% | +17.7% | -12.9% | +2.8% |
| 3M | +7.2% | +5.8% | +1.4% | +6.0% |
| 6M | -24.2% | -20.3% | -4.0% | -22.9% |
| YTD | -25.8% | -37.1% | +11.3% | -23.1% |
| 1Y | -24.7% | -30.2% | +5.5% | -23.0% |
| All | +41.3% | +49.4% | -8.1% | +33.6% |
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 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