+1,545.2%
LLY vs PEGA
+175.4%
+1,369.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.7% |
| 7D | -3.1% | -2.4% | -0.7% | -2.8% |
| 30D | -5.1% | +9.6% | -14.7% | -6.2% |
| 3M | -2.1% | +2.3% | -4.4% | -2.7% |
| 6M | +13.8% | -23.9% | +37.7% | +16.6% |
| YTD | +5.1% | -39.8% | +44.9% | +10.2% |
| 1Y | +53.1% | -37.4% | +90.5% | +59.2% |
| 3Y | +95.6% | +53.1% | +42.5% | +77.2% |
| 5Y | +361.5% | -47.2% | +408.7% | +394.2% |
| 10Y | +1,545.2% | +174.3% | +1,370.8% | +1,206.4% |
| All | +1,545.2% | +175.4% | +1,369.8% | +1,206.4% |
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