+232.7%
LITE vs PEGA
-44.4%
+277.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | 0.0% | -7.9% | -7.8% |
| 7D | -31.4% | -2.9% | -28.6% | -31.9% |
| 30D | -42.6% | -0.5% | -42.1% | -42.4% |
| 3M | -26.2% | +8.5% | -34.7% | -24.2% |
| 6M | -35.8% | -6.3% | -29.5% | -32.4% |
| YTD | +70.0% | -42.2% | +112.2% | +111.5% |
| 1Y | +232.7% | -43.4% | +276.2% | +333.5% |
| All | +232.7% | -44.4% | +277.2% | +333.5% |
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 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