+1,493.1%
LITE vs PEGA
+97.3%
+1,395.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.9% |
| 7D | +10.8% | +0.1% | +10.7% | +10.5% |
| 30D | -33.4% | -4.1% | -29.3% | -33.1% |
| 3M | -32.2% | -2.8% | -29.4% | -33.0% |
| 6M | -42.1% | -0.4% | -41.7% | -44.9% |
| YTD | +61.9% | -45.4% | +107.3% | +85.6% |
| 1Y | +163.0% | -42.6% | +205.6% | +196.8% |
| 3Y | +1,358.0% | +45.4% | +1,312.6% | +949.9% |
| 5Y | +549.9% | -44.6% | +594.5% | +591.7% |
| All | +1,493.1% | +97.3% | +1,395.8% | +736.7% |
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