+81.0%
LTH vs PEGA
-44.4%
+125.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +9.9% | -2.9% | +12.7% | +10.1% |
| 30D | +18.3% | -0.5% | +18.8% | +18.3% |
| 3M | +5.9% | +8.5% | -2.6% | +4.9% |
| 6M | +80.3% | -6.3% | +86.6% | +80.1% |
| YTD | +78.3% | -42.2% | +120.5% | +88.7% |
| 1Y | +81.0% | -43.4% | +124.5% | +96.4% |
| All | +81.0% | -44.4% | +125.5% | +96.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling