-38.2%
LEN vs PEGA
-30.0%
-8.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -1.0% |
| 7D | -3.2% | +3.3% | -6.5% | -3.2% |
| 30D | -4.9% | +17.7% | -22.6% | -5.2% |
| 3M | -8.5% | +5.8% | -14.3% | -9.0% |
| 6M | -20.7% | -20.3% | -0.4% | -22.2% |
| YTD | -17.4% | -37.1% | +19.7% | -19.4% |
| 1Y | -38.2% | -30.2% | -8.0% | -41.2% |
| All | -38.2% | -30.0% | -8.2% | -41.2% |
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 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