+1,350.8%
LPLA vs PEGA
+427.5%
+923.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.1% |
| 7D | -3.1% | +3.3% | -6.4% | -3.8% |
| 30D | -0.1% | +17.7% | -17.8% | -4.1% |
| 3M | +23.2% | +5.8% | +17.4% | +20.3% |
| 6M | +15.5% | -20.3% | +35.8% | +20.0% |
| YTD | +0.9% | -37.1% | +38.0% | +10.0% |
| 1Y | +0.2% | -30.2% | +30.4% | +5.8% |
| 3Y | +55.2% | +48.1% | +7.1% | +28.9% |
| 5Y | +145.4% | -46.8% | +192.2% | +158.5% |
| 10Y | +1,229.7% | +191.3% | +1,038.3% | +798.9% |
| All | +1,350.8% | +427.5% | +923.3% | +694.1% |
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