+490.8%
LITE vs PEGA
-45.3%
+536.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.5% | +9.2% | +6.3% |
| 7D | -35.9% | -4.5% | -31.4% | -35.4% |
| 30D | -51.5% | -5.7% | -45.8% | -51.2% |
| 3M | -35.7% | +2.6% | -38.3% | -37.0% |
| 6M | -43.0% | -10.6% | -32.4% | -43.2% |
| YTD | +46.1% | -45.5% | +91.6% | +62.4% |
| 1Y | +124.7% | -44.8% | +169.5% | +149.8% |
| 3Y | +1,172.1% | +45.5% | +1,126.5% | +973.5% |
| All | +490.8% | -45.3% | +536.1% | +491.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling