+189.9%
LQD vs PEGA
+1,940.6%
-1,750.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | 0.0% |
| 7D | -0.4% | +3.3% | -3.7% | -0.4% |
| 30D | -0.8% | +17.7% | -18.5% | -0.9% |
| 3M | -1.9% | +5.8% | -7.7% | -2.0% |
| 6M | -2.7% | -20.3% | +17.6% | -2.5% |
| YTD | -1.3% | -37.1% | +35.9% | -0.9% |
| 1Y | 0.0% | -30.2% | +30.2% | +0.2% |
| 3Y | +14.9% | +48.1% | -33.2% | +14.0% |
| 5Y | -4.6% | -46.8% | +42.2% | -5.3% |
| 10Y | +22.0% | +191.3% | -169.3% | +22.0% |
| All | +189.9% | +1,940.6% | -1,750.6% | +200.7% |
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 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