+57.3%
LLY vs PEGA
-44.4%
+101.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +10.1% | -2.9% | +12.9% | +10.2% |
| 30D | +24.0% | -0.5% | +24.5% | +24.0% |
| 3M | +27.3% | +8.5% | +18.8% | +26.7% |
| 6M | +47.0% | -6.3% | +53.2% | +45.9% |
| YTD | +32.6% | -42.2% | +74.8% | +32.1% |
| 1Y | +57.3% | -43.4% | +100.8% | +59.2% |
| All | +57.3% | -44.4% | +101.8% | +59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling