+2,730.2%
LEN vs PEGA
+1,209.2%
+1,521.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.9% |
| 7D | -3.2% | +3.3% | -6.5% | -3.6% |
| 30D | -4.9% | +17.7% | -22.6% | -7.1% |
| 3M | -8.5% | +5.8% | -14.3% | -9.7% |
| 6M | -20.7% | -20.3% | -0.4% | -18.8% |
| YTD | -17.4% | -37.1% | +19.7% | -13.2% |
| 1Y | -38.2% | -30.2% | -8.0% | -36.4% |
| 3Y | -24.9% | +48.1% | -73.0% | -32.9% |
| 5Y | -11.4% | -46.8% | +35.3% | -10.9% |
| 10Y | +110.0% | +191.3% | -81.3% | +69.2% |
| All | +2,730.2% | +1,209.2% | +1,521.0% | +1,447.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling