+143.7%
LEN vs PEGA
+92.7%
+51.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.7% |
| 7D | +0.7% | -8.2% | +8.9% | +2.9% |
| 30D | +13.0% | -11.6% | +24.6% | +16.7% |
| 3M | +1.9% | -4.2% | +6.0% | +2.6% |
| 6M | -0.7% | -12.0% | +11.3% | +1.2% |
| YTD | -13.8% | -46.9% | +33.1% | -1.1% |
| 1Y | -28.1% | -47.0% | +18.9% | -17.7% |
| 3Y | -22.8% | +40.9% | -63.7% | -42.5% |
| 5Y | -7.4% | -45.4% | +38.0% | -4.7% |
| 10Y | +143.7% | +95.9% | +47.8% | +70.4% |
| All | +143.7% | +92.7% | +51.0% | +70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling