+2,192.9%
LH vs PEGA
+1,209.2%
+983.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -2.5% | +3.3% | -5.7% | -2.7% |
| 30D | +4.3% | +17.7% | -13.4% | +2.9% |
| 3M | +25.5% | +5.8% | +19.7% | +24.6% |
| 6M | +17.0% | -20.3% | +37.2% | +18.5% |
| YTD | +31.3% | -37.1% | +68.4% | +35.0% |
| 1Y | +20.0% | -30.2% | +50.2% | +22.1% |
| 3Y | +63.9% | +48.1% | +15.8% | +53.9% |
| 5Y | +30.9% | -46.8% | +77.6% | +30.7% |
| 10Y | +191.4% | +191.3% | +0.1% | +157.5% |
| All | +2,192.9% | +1,209.2% | +983.7% | +1,429.0% |
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