+3.1%
LNT vs PEGA
-4.0%
+7.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.6% |
| 7D | +1.0% | +0.1% | +1.0% | +1.1% |
| 30D | +9.6% | -4.1% | +13.7% | +9.4% |
| 3M | +5.4% | -2.8% | +8.2% | +5.4% |
| 6M | +3.1% | -0.4% | +3.6% | +2.7% |
| All | +3.1% | -4.0% | +7.1% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling