+25.5%
LSCC vs PEGA
-45.3%
+70.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.5% | +10.6% | +7.9% |
| 7D | +13.0% | -4.5% | +17.5% | +14.1% |
| 30D | -19.8% | -5.7% | -14.1% | -19.1% |
| 3M | -18.4% | +2.6% | -21.0% | -20.1% |
| 6M | -16.1% | -10.6% | -5.5% | -16.1% |
| YTD | +42.7% | -45.5% | +88.2% | +62.0% |
| 1Y | +68.0% | -44.8% | +112.8% | +89.8% |
| 3Y | +85.8% | +45.5% | +40.3% | +37.0% |
| All | +25.5% | -45.3% | +70.8% | +55.0% |
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