+901.5%
LITE vs PEGA
-46.5%
+948.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.2% |
| 7D | -1.5% | +3.3% | -4.8% | -2.2% |
| 30D | +6.7% | +17.7% | -11.1% | +2.7% |
| 3M | -6.8% | +5.8% | -12.5% | -9.0% |
| 6M | +29.4% | -20.3% | +49.7% | +34.2% |
| YTD | +139.1% | -37.1% | +176.2% | +160.9% |
| 1Y | +521.0% | -30.2% | +551.2% | +554.2% |
| 3Y | +1,535.3% | +48.1% | +1,487.2% | +1,290.3% |
| All | +901.5% | -46.5% | +948.0% | +979.9% |
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