+227.1%
LOW vs PEGA
+180.6%
+46.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.5% |
| 7D | -2.6% | -5.3% | +2.7% | -1.4% |
| 30D | -11.1% | +8.3% | -19.4% | -13.0% |
| 3M | -8.5% | +8.9% | -17.4% | -11.2% |
| 6M | -20.8% | -19.7% | -1.1% | -17.9% |
| YTD | -17.2% | -39.9% | +22.7% | -8.7% |
| 1Y | -24.7% | -36.4% | +11.7% | -18.9% |
| 3Y | -9.7% | +52.8% | -62.5% | -30.8% |
| 5Y | +6.0% | -45.7% | +51.7% | +11.4% |
| All | +227.1% | +180.6% | +46.6% | +118.0% |
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 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