+7.8%
LOW vs PEGA
-48.2%
+56.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | -0.6% | -6.1% | +5.5% | +0.4% |
| 30D | -9.3% | +6.4% | -15.7% | -10.2% |
| 3M | -8.1% | +2.9% | -11.0% | -9.0% |
| 6M | -19.8% | -23.8% | +4.1% | -17.1% |
| YTD | -16.4% | -41.1% | +24.7% | -10.4% |
| 1Y | -24.7% | -38.2% | +13.6% | -20.3% |
| 3Y | -8.8% | +49.8% | -58.7% | -23.4% |
| 5Y | +7.8% | -48.0% | +55.8% | +6.7% |
| All | +7.8% | -48.2% | +56.0% | +6.7% |
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 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