+165.9%
LII vs PEGA
+97.3%
+68.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +0.9% | -4.1% | +5.0% | +1.6% |
| 3M | -15.5% | -2.8% | -12.7% | -15.4% |
| 6M | -30.2% | -0.4% | -29.8% | -31.2% |
| YTD | -26.8% | -45.4% | +18.5% | -19.4% |
| 1Y | -25.3% | -42.6% | +17.3% | -18.7% |
| 3Y | -7.8% | +45.4% | -53.2% | -25.5% |
| 5Y | +17.0% | -44.6% | +61.6% | +15.9% |
| All | +165.9% | +97.3% | +68.6% | +90.3% |
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