-7.2%
LII vs PEGA
+37.6%
-44.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +2.5% |
| 7D | -1.2% | -10.0% | +8.8% | -0.5% |
| 30D | -2.0% | -12.7% | +10.7% | -1.1% |
| 3M | -20.2% | -4.6% | -15.6% | -20.1% |
| 6M | -32.5% | -13.1% | -19.4% | -32.0% |
| YTD | -27.4% | -47.6% | +20.2% | -23.8% |
| 1Y | -28.2% | -47.0% | +18.9% | -24.7% |
| 3Y | -7.2% | +42.0% | -49.2% | -14.7% |
| All | -7.2% | +37.6% | -44.9% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling