+29.9%
LH vs PEGA
-47.9%
+77.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.2% |
| 7D | -0.8% | -2.4% | +1.6% | -0.6% |
| 30D | +2.0% | +9.6% | -7.6% | +1.0% |
| 3M | +24.3% | +2.3% | +21.9% | +23.4% |
| 6M | +21.1% | -23.9% | +44.9% | +23.8% |
| YTD | +30.4% | -39.8% | +70.2% | +36.5% |
| 1Y | +18.4% | -37.4% | +55.8% | +22.9% |
| 3Y | +65.5% | +53.1% | +12.3% | +47.1% |
| 5Y | +29.9% | -47.2% | +77.1% | +25.6% |
| All | +29.9% | -47.9% | +77.8% | +25.6% |
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