+27.6%
LII vs PEGA
-46.5%
+74.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.3% |
| 7D | -0.7% | +3.3% | -4.0% | -1.2% |
| 30D | -12.6% | +17.7% | -30.4% | -14.9% |
| 3M | -24.4% | +5.8% | -30.2% | -25.6% |
| 6M | -28.7% | -20.3% | -8.4% | -26.7% |
| YTD | -19.1% | -37.1% | +18.0% | -13.9% |
| 1Y | -29.7% | -30.2% | +0.5% | -27.2% |
| 3Y | +4.8% | +48.1% | -43.3% | -12.6% |
| All | +27.6% | -46.5% | +74.1% | +30.4% |
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