+109.1%
LEN vs PEGA
+170.9%
-61.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +1.0% |
| 7D | -3.4% | -6.1% | +2.8% | -1.8% |
| 30D | -5.7% | +6.4% | -12.0% | -7.3% |
| 3M | -12.2% | +2.9% | -15.1% | -13.7% |
| 6M | -18.3% | -23.8% | +5.6% | -13.7% |
| YTD | -20.2% | -41.1% | +20.9% | -10.8% |
| 1Y | -40.1% | -38.2% | -1.8% | -34.5% |
| 3Y | -26.2% | +49.8% | -76.0% | -45.3% |
| 5Y | -9.8% | -48.0% | +38.2% | -3.7% |
| 10Y | +109.1% | +173.1% | -64.0% | +33.2% |
| All | +109.1% | +170.9% | -61.7% | +33.2% |
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 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