+15,242.2%
LNG vs PEGA
+1,037.5%
+14,204.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.4% |
| 7D | +11.3% | +0.1% | +11.2% | +11.3% |
| 30D | +10.6% | -4.1% | +14.8% | +11.1% |
| 3M | +16.1% | -2.8% | +19.0% | +16.2% |
| 6M | +29.6% | -0.4% | +30.0% | +27.9% |
| YTD | +60.3% | -45.4% | +105.7% | +72.9% |
| 1Y | +46.1% | -42.6% | +88.7% | +56.0% |
| 3Y | +85.9% | +45.4% | +40.5% | +62.3% |
| 5Y | +210.8% | -44.6% | +255.4% | +205.9% |
| 10Y | +808.8% | +91.2% | +717.6% | +606.2% |
| All | +15,242.2% | +1,037.5% | +14,204.7% | +2,444.0% |
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 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