+191.9%
LH vs PEGA
+170.9%
+21.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.8% |
| 7D | -3.2% | -6.1% | +3.0% | -2.1% |
| 30D | +0.1% | +6.4% | -6.2% | -1.1% |
| 3M | +18.6% | +2.9% | +15.7% | +17.2% |
| 6M | +17.9% | -23.8% | +41.8% | +22.5% |
| YTD | +28.9% | -41.1% | +70.0% | +39.5% |
| 1Y | +16.6% | -38.2% | +54.9% | +24.3% |
| 3Y | +63.6% | +49.8% | +13.7% | +34.3% |
| 5Y | +30.0% | -48.0% | +78.0% | +37.8% |
| 10Y | +191.9% | +173.1% | +18.8% | +103.3% |
| All | +191.9% | +170.9% | +21.0% | +103.3% |
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 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