+2,006.3%
LLY vs PEGA
+99.2%
+1,907.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.9% | +8.2% | +4.7% |
| 7D | +0.1% | -10.0% | +10.0% | +1.3% |
| 30D | +19.7% | -12.7% | +32.4% | +21.5% |
| 3M | +19.3% | -4.6% | +23.8% | +19.6% |
| 6M | +49.3% | -13.1% | +62.4% | +50.7% |
| YTD | +32.0% | -47.6% | +79.6% | +40.5% |
| 1Y | +53.7% | -47.0% | +100.7% | +63.2% |
| 3Y | +143.7% | +42.0% | +101.7% | +121.8% |
| 5Y | +463.9% | -47.8% | +511.7% | +498.1% |
| 10Y | +2,006.3% | +92.0% | +1,914.4% | +1,653.0% |
| All | +2,006.3% | +99.2% | +1,907.2% | +1,653.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling