+417.5%
LIN vs PEGA
+101.4%
+316.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.3% | -0.6% |
| 7D | +0.2% | -4.5% | +4.7% | +0.9% |
| 30D | +6.5% | -5.7% | +12.1% | +7.3% |
| 3M | +5.5% | +2.6% | +2.9% | +4.6% |
| 6M | +3.3% | -10.6% | +13.9% | +4.0% |
| YTD | +22.0% | -45.5% | +67.5% | +32.3% |
| 1Y | +25.7% | -44.8% | +70.5% | +35.7% |
| 3Y | +36.2% | +45.5% | -9.3% | +13.4% |
| 5Y | +66.1% | -45.3% | +111.4% | +72.2% |
| All | +417.5% | +101.4% | +316.0% | +303.8% |
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