+550.0%
LNG vs PEGA
+184.6%
+365.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -4.7% | -3.0% | -1.7% | -4.2% |
| 30D | +3.8% | +15.9% | -12.1% | +1.3% |
| 3M | +16.2% | +10.8% | +5.3% | +13.4% |
| 6M | +11.7% | -16.5% | +28.2% | +13.7% |
| YTD | +44.2% | -39.0% | +83.2% | +54.0% |
| 1Y | +18.6% | -37.3% | +55.8% | +25.3% |
| 3Y | +77.4% | +59.2% | +18.2% | +48.2% |
| 5Y | +232.3% | -44.9% | +277.1% | +250.9% |
| All | +550.0% | +184.6% | +365.3% | +298.2% |
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