+1,351.6%
LSCC vs PEGA
+97.3%
+1,254.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -5.9% |
| 7D | +7.0% | +0.1% | +6.9% | +6.7% |
| 30D | -2.3% | -4.1% | +1.8% | -1.8% |
| 3M | -12.5% | -2.8% | -9.7% | -13.4% |
| 6M | -10.6% | -0.4% | -10.1% | -14.5% |
| YTD | +52.7% | -45.4% | +98.1% | +77.3% |
| 1Y | +74.0% | -42.6% | +116.6% | +97.9% |
| 3Y | +104.8% | +45.4% | +59.4% | +38.1% |
| 5Y | +36.2% | -44.6% | +80.8% | +42.3% |
| All | +1,351.6% | +97.3% | +1,254.2% | +882.2% |
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