+5,083.9%
LITE vs PEGA
+221.6%
+4,862.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.3% |
| 7D | -1.5% | +3.3% | -4.8% | -2.5% |
| 30D | +6.7% | +17.7% | -11.1% | +0.6% |
| 3M | -6.8% | +5.8% | -12.5% | -10.8% |
| 6M | +29.4% | -20.3% | +49.7% | +34.4% |
| YTD | +139.1% | -37.1% | +176.2% | +164.8% |
| 1Y | +521.0% | -30.2% | +551.2% | +556.6% |
| 3Y | +1,535.3% | +48.1% | +1,487.2% | +1,132.9% |
| 5Y | +889.8% | -46.8% | +936.6% | +993.2% |
| 10Y | +2,400.7% | +191.3% | +2,209.4% | +1,440.5% |
| All | +5,083.9% | +221.6% | +4,862.3% | +3,165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling