+124.7%
LITE vs PEGA
-45.2%
+169.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.5% | +9.2% | +4.8% |
| 7D | -35.9% | -4.5% | -31.4% | -36.7% |
| 30D | -51.5% | -5.7% | -45.8% | -52.1% |
| 3M | -35.7% | +2.6% | -38.3% | -35.2% |
| 6M | -43.0% | -10.6% | -32.4% | -41.0% |
| YTD | +46.1% | -45.5% | +91.6% | +87.2% |
| 1Y | +124.7% | -44.8% | +169.5% | +187.6% |
| All | +124.7% | -45.2% | +169.9% | +187.6% |
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