+446.1%
LITE vs PEGA
-43.7%
+489.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.3% | -16.4% | -18.3% |
| 7D | -44.6% | -1.6% | -43.0% | -44.4% |
| 30D | -55.0% | -3.0% | -52.1% | -54.9% |
| 3M | -38.3% | +5.8% | -44.1% | -39.8% |
| 6M | -48.8% | -8.8% | -39.9% | -49.0% |
| YTD | +38.3% | -43.5% | +81.8% | +52.9% |
| 1Y | +119.0% | -43.4% | +162.4% | +142.7% |
| 3Y | +1,092.0% | +48.6% | +1,043.4% | +903.7% |
| 5Y | +446.1% | -43.3% | +489.4% | +435.2% |
| All | +446.1% | -43.7% | +489.7% | +435.2% |
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