+170.6%
LII vs PEGA
+92.7%
+77.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | +0.4% | -8.2% | +8.6% | +2.0% |
| 30D | -2.4% | -11.6% | +9.2% | -0.2% |
| 3M | -17.5% | -4.2% | -13.3% | -17.2% |
| 6M | -32.8% | -12.0% | -20.9% | -32.1% |
| YTD | -27.7% | -46.9% | +19.2% | -19.9% |
| 1Y | -28.1% | -47.0% | +18.9% | -20.4% |
| 3Y | -9.7% | +40.9% | -50.5% | -26.6% |
| 5Y | +19.5% | -45.4% | +64.9% | +18.6% |
| 10Y | +170.6% | +95.9% | +74.7% | +92.6% |
| All | +170.6% | +92.7% | +77.9% | +92.6% |
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 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