+45.3%
LLY vs PEGA
-45.2%
+90.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.6% |
| 7D | -4.5% | -4.5% | 0.0% | -4.2% |
| 30D | +13.9% | -5.7% | +19.6% | +14.2% |
| 3M | +13.8% | +2.7% | +11.1% | +13.5% |
| 6M | +37.6% | -10.5% | +48.1% | +37.0% |
| YTD | +26.6% | -45.4% | +72.0% | +27.2% |
| 1Y | +45.3% | -44.7% | +90.1% | +45.8% |
| All | +45.3% | -45.2% | +90.5% | +45.8% |
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