+498.1%
LDOS vs PEGA
+1,658.5%
-1,160.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.8% |
| 3M | +7.2% | +5.8% | +1.4% | +5.4% |
| 6M | -24.2% | -20.3% | -4.0% | -22.0% |
| YTD | -25.8% | -37.1% | +11.3% | -20.7% |
| 1Y | -24.7% | -30.2% | +5.5% | -21.4% |
| 3Y | +39.3% | +48.1% | -8.8% | +21.2% |
| 5Y | +43.3% | -46.8% | +90.1% | +45.8% |
| 10Y | +278.6% | +191.3% | +87.3% | +172.1% |
| All | +498.1% | +1,658.5% | -1,160.5% | +185.2% |
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 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