+1,402.3%
LITE vs PEGA
+101.4%
+1,300.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.5% | +9.2% | +6.7% |
| 7D | -35.9% | -4.5% | -31.4% | -35.1% |
| 30D | -51.5% | -5.7% | -45.8% | -50.9% |
| 3M | -35.7% | +2.6% | -38.3% | -37.7% |
| 6M | -43.0% | -10.6% | -32.4% | -43.7% |
| YTD | +46.1% | -45.5% | +91.6% | +68.1% |
| 1Y | +124.7% | -44.8% | +169.5% | +158.4% |
| 3Y | +1,172.1% | +45.5% | +1,126.5% | +816.9% |
| 5Y | +477.0% | -45.3% | +522.3% | +519.6% |
| All | +1,402.3% | +101.4% | +1,300.9% | +633.1% |
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