+431.5%
LIN vs PEGA
+97.3%
+334.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +6.8% | -4.1% | +10.9% | +7.3% |
| 3M | +10.4% | -2.8% | +13.2% | +10.5% |
| 6M | +3.2% | -0.4% | +3.6% | +2.0% |
| YTD | +24.6% | -45.4% | +70.0% | +35.0% |
| 1Y | +24.4% | -42.6% | +67.0% | +33.4% |
| 3Y | +36.7% | +45.4% | -8.7% | +13.7% |
| 5Y | +67.0% | -44.6% | +111.6% | +72.7% |
| All | +431.5% | +97.3% | +334.2% | +291.1% |
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