+13,585.0%
LNG vs PEGA
+1,154.6%
+12,430.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.2% | -1.3% | -4.8% |
| 7D | -6.2% | -2.4% | -3.8% | -5.8% |
| 30D | +8.0% | +9.6% | -1.6% | +6.2% |
| 3M | +16.9% | +2.3% | +14.6% | +15.5% |
| 6M | +8.7% | -23.9% | +32.6% | +12.2% |
| YTD | +43.0% | -39.8% | +82.8% | +52.3% |
| 1Y | +19.4% | -37.4% | +56.8% | +25.8% |
| 3Y | +74.7% | +53.1% | +21.6% | +51.4% |
| 5Y | +222.4% | -47.2% | +269.7% | +221.1% |
| 10Y | +532.2% | +174.3% | +357.9% | +362.8% |
| All | +13,585.0% | +1,154.6% | +12,430.4% | +2,140.4% |
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