+68.0%
LIN vs PEGA
-43.7%
+111.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +3.6% | -1.6% | +5.2% | +3.7% |
| 30D | +6.4% | -3.0% | +9.4% | +6.6% |
| 3M | +6.5% | +5.8% | +0.7% | +5.8% |
| 6M | +4.9% | -8.8% | +13.7% | +5.2% |
| YTD | +23.4% | -43.5% | +67.0% | +29.0% |
| 1Y | +26.3% | -43.4% | +69.7% | +31.8% |
| 3Y | +38.0% | +48.6% | -10.6% | +23.9% |
| 5Y | +68.0% | -43.3% | +111.3% | +68.9% |
| All | +68.0% | -43.7% | +111.7% | +68.9% |
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