+156.7%
LITE vs PEGA
-47.0%
+203.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.1% | +10.5% |
| 7D | +3.4% | -8.6% | +12.0% | +1.0% |
| 30D | -34.9% | -10.1% | -24.8% | -36.4% |
| 3M | -21.0% | -4.7% | -16.3% | -21.3% |
| 6M | -38.5% | -8.0% | -30.5% | -36.9% |
| YTD | +75.8% | -47.1% | +123.0% | +122.5% |
| 1Y | +156.7% | -47.5% | +204.2% | +231.5% |
| All | +156.7% | -47.0% | +203.7% | +231.5% |
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