+1,568.0%
LITE vs PEGA
+94.9%
+1,473.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -4.2% |
| 7D | +22.6% | -4.6% | +27.1% | +24.0% |
| 30D | -36.8% | -6.8% | -30.0% | -35.9% |
| 3M | -33.0% | +2.6% | -35.6% | -35.1% |
| 6M | -37.1% | -5.4% | -31.7% | -39.1% |
| YTD | +69.5% | -46.0% | +115.5% | +95.1% |
| 1Y | +146.1% | -45.6% | +191.7% | +183.8% |
| 3Y | +1,440.8% | +43.2% | +1,397.7% | +1,015.5% |
| 5Y | +580.4% | -45.3% | +625.7% | +626.9% |
| All | +1,568.0% | +94.9% | +1,473.0% | +779.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling