+42.2%
LLY vs PEGA
-44.6%
+86.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +1.2% |
| 7D | +6.7% | +0.1% | +6.6% | +6.7% |
| 30D | +19.6% | -4.1% | +23.7% | +19.8% |
| 3M | +19.7% | -2.8% | +22.5% | +19.8% |
| 6M | +42.7% | -0.4% | +43.2% | +41.8% |
| YTD | +35.1% | -45.4% | +80.5% | +35.2% |
| 1Y | +42.2% | -42.6% | +84.8% | +42.9% |
| All | +42.2% | -44.6% | +86.7% | +42.9% |
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