+2,043.2%
LLY vs PEGA
+101.6%
+1,941.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.4% |
| 7D | -4.5% | -4.5% | 0.0% | -4.0% |
| 30D | +13.9% | -5.7% | +19.6% | +14.6% |
| 3M | +13.8% | +2.7% | +11.1% | +13.1% |
| 6M | +37.6% | -10.5% | +48.1% | +38.4% |
| YTD | +26.6% | -45.4% | +72.0% | +34.2% |
| 1Y | +45.3% | -44.7% | +90.1% | +53.6% |
| 3Y | +132.2% | +45.7% | +86.6% | +110.7% |
| 5Y | +434.7% | -45.3% | +479.9% | +463.8% |
| All | +2,043.2% | +101.6% | +1,941.6% | +1,616.1% |
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