+10,453.3%
LLY vs PEGA
+1,023.8%
+9,429.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | +4.6% | -4.6% | +9.1% | +4.9% |
| 30D | +22.4% | -6.8% | +29.2% | +22.8% |
| 3M | +17.1% | +2.6% | +14.6% | +16.8% |
| 6M | +44.6% | -5.4% | +50.0% | +44.6% |
| YTD | +33.5% | -46.0% | +79.5% | +37.7% |
| 1Y | +41.1% | -45.6% | +86.7% | +45.4% |
| 3Y | +143.8% | +43.2% | +100.6% | +133.4% |
| 5Y | +473.4% | -45.3% | +518.6% | +472.8% |
| 10Y | +2,035.0% | +88.9% | +1,946.1% | +1,869.6% |
| All | +10,453.3% | +1,023.8% | +9,429.5% | +8,193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling