+40.4%
LSCC vs PEGA
-47.0%
+87.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -3.9% | +12.4% | +9.3% |
| 7D | +19.3% | -10.0% | +29.3% | +22.1% |
| 30D | -9.6% | -12.7% | +3.0% | -7.2% |
| 3M | -12.4% | -4.6% | -7.8% | -12.8% |
| 6M | -10.5% | -13.1% | +2.6% | -10.0% |
| YTD | +54.8% | -47.6% | +102.4% | +77.1% |
| 1Y | +79.4% | -47.0% | +126.4% | +104.5% |
| 3Y | +109.6% | +42.0% | +67.6% | +54.8% |
| 5Y | +40.4% | -47.8% | +88.2% | +76.3% |
| All | +40.4% | -47.0% | +87.4% | +76.3% |
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