+22.2%
LQD vs PEGA
+180.6%
-158.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.0% |
| 7D | -1.1% | -5.3% | +4.2% | -0.9% |
| 30D | -1.1% | +8.3% | -9.4% | -1.5% |
| 3M | -2.3% | +8.9% | -11.3% | -2.8% |
| 6M | -2.9% | -19.7% | +16.8% | -2.3% |
| YTD | -2.3% | -39.9% | +37.6% | -0.6% |
| 1Y | -2.2% | -36.4% | +34.2% | -0.9% |
| 3Y | +14.0% | +52.8% | -38.8% | +9.5% |
| 5Y | -5.8% | -45.7% | +39.9% | -6.8% |
| All | +22.2% | +180.6% | -158.4% | +16.9% |
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