+64.4%
LIN vs PEGA
-47.0%
+111.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.3% |
| 7D | +0.1% | -10.0% | +10.1% | +1.0% |
| 30D | +7.6% | -12.7% | +20.2% | +8.7% |
| 3M | +6.5% | -4.6% | +11.1% | +6.7% |
| 6M | +6.2% | -13.1% | +19.3% | +6.9% |
| YTD | +23.2% | -47.6% | +70.8% | +29.5% |
| 1Y | +25.4% | -47.0% | +72.4% | +31.5% |
| 3Y | +38.3% | +42.0% | -3.7% | +24.5% |
| 5Y | +64.4% | -47.8% | +112.3% | +66.8% |
| All | +64.4% | -47.0% | +111.4% | +66.8% |
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 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