+231.2%
LNG vs PEGA
-48.2%
+279.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.1% |
| 7D | -6.7% | -6.1% | -0.6% | -6.2% |
| 30D | +3.9% | +6.4% | -2.5% | +3.3% |
| 3M | +15.5% | +2.9% | +12.6% | +14.9% |
| 6M | +10.5% | -23.8% | +34.4% | +12.7% |
| YTD | +43.0% | -41.1% | +84.0% | +49.0% |
| 1Y | +18.9% | -38.2% | +57.1% | +23.0% |
| 3Y | +74.7% | +49.8% | +24.8% | +60.7% |
| 5Y | +231.2% | -48.0% | +279.2% | +238.0% |
| All | +231.2% | -48.2% | +279.4% | +238.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling