+2,898.2%
LITE vs PEGA
+189.0%
+2,709.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.3% | -16.4% | -18.0% |
| 7D | -44.6% | -1.6% | -43.0% | -44.3% |
| 30D | -55.0% | -3.0% | -52.1% | -54.8% |
| 3M | -38.3% | +5.8% | -44.1% | -40.6% |
| 6M | -48.8% | -8.8% | -39.9% | -49.6% |
| YTD | +38.3% | -43.5% | +81.8% | +56.4% |
| 1Y | +119.0% | -43.4% | +162.4% | +148.6% |
| 3Y | +1,092.0% | +48.6% | +1,043.4% | +780.6% |
| 5Y | +446.1% | -43.3% | +489.4% | +465.5% |
| 10Y | +1,381.7% | +109.7% | +1,272.0% | +859.1% |
| All | +2,898.2% | +189.0% | +2,709.3% | +1,828.2% |
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 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