-5.2%
LQD vs PEGA
-48.2%
+43.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | 0.0% | -6.1% | +6.1% | +0.2% |
| 30D | -0.2% | +6.4% | -6.6% | -0.5% |
| 3M | -1.7% | +2.9% | -4.6% | -1.9% |
| 6M | -2.7% | -23.8% | +21.2% | -1.9% |
| YTD | -1.4% | -41.1% | +39.6% | +0.3% |
| 1Y | -1.0% | -38.2% | +37.2% | +0.4% |
| 3Y | +15.1% | +49.8% | -34.8% | +10.3% |
| 5Y | -5.2% | -48.0% | +42.8% | -7.9% |
| All | -5.2% | -48.2% | +43.0% | -7.9% |
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 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