-10.9%
LEN vs PEGA
-47.9%
+37.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.3% | -3.1% |
| 7D | -2.9% | -2.4% | -0.5% | -2.4% |
| 30D | -8.9% | +9.6% | -18.5% | -10.4% |
| 3M | -10.9% | +2.3% | -13.2% | -11.8% |
| 6M | -19.7% | -23.9% | +4.2% | -16.5% |
| YTD | -20.6% | -39.8% | +19.2% | -14.3% |
| 1Y | -42.4% | -37.4% | -5.0% | -38.8% |
| 3Y | -26.5% | +53.1% | -79.7% | -41.6% |
| 5Y | -10.9% | -47.2% | +36.3% | -5.5% |
| All | -10.9% | -47.9% | +37.0% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling