-26.5%
LEN vs PEGA
+48.1%
-74.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.3% | -3.5% |
| 7D | -2.9% | -2.4% | -0.5% | -2.7% |
| 30D | -8.9% | +9.6% | -18.5% | -9.6% |
| 3M | -10.9% | +2.3% | -13.2% | -11.3% |
| 6M | -19.7% | -23.9% | +4.2% | -18.2% |
| YTD | -20.6% | -39.8% | +19.2% | -17.5% |
| 1Y | -42.4% | -37.4% | -5.0% | -40.6% |
| 3Y | -26.5% | +53.1% | -79.7% | -36.3% |
| All | -26.5% | +48.1% | -74.6% | -36.3% |
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