+10.1%
LOW vs PEGA
-45.8%
+56.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.0% | -8.6% | +9.6% | +2.4% |
| 30D | +25.6% | -10.1% | +35.7% | +27.5% |
| 3M | +5.3% | -4.7% | +10.1% | +5.8% |
| 6M | +3.7% | -8.0% | +11.7% | +4.1% |
| YTD | -1.9% | -47.1% | +45.3% | +6.7% |
| 1Y | +0.6% | -47.5% | +48.0% | +9.3% |
| 3Y | +26.4% | +40.2% | -13.8% | +6.7% |
| 5Y | +10.1% | -45.7% | +55.9% | +8.0% |
| All | +10.1% | -45.8% | +56.0% | +8.0% |
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 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