+521.0%
LITE vs PEGA
-30.0%
+551.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +3.8% |
| 7D | -1.5% | +3.3% | -4.8% | -0.9% |
| 30D | +6.7% | +17.7% | -11.1% | +10.4% |
| 3M | -6.8% | +5.8% | -12.5% | -1.8% |
| 6M | +29.4% | -20.3% | +49.7% | +37.1% |
| YTD | +139.1% | -37.1% | +176.2% | +168.9% |
| 1Y | +521.0% | -30.2% | +551.2% | +587.0% |
| All | +521.0% | -30.0% | +551.0% | +587.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling