+4,071.1%
LIN vs PEGA
+1,209.2%
+2,861.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.1% | +3.3% | -5.4% | -2.4% |
| 30D | -2.4% | +17.7% | -20.2% | -3.7% |
| 3M | -5.6% | +5.8% | -11.4% | -6.3% |
| 6M | -3.4% | -20.3% | +16.9% | -2.3% |
| YTD | +13.1% | -37.1% | +50.2% | +16.1% |
| 1Y | +2.5% | -30.2% | +32.7% | +4.1% |
| 3Y | +27.6% | +48.1% | -20.5% | +20.2% |
| 5Y | +63.0% | -46.8% | +109.8% | +62.7% |
| 10Y | +359.3% | +191.3% | +168.0% | +307.6% |
| All | +4,071.1% | +1,209.2% | +2,861.8% | +3,018.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling