+139.3%
LTH vs PEGA
-42.0%
+181.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.7% |
| 7D | +1.5% | -2.4% | +3.9% | +2.2% |
| 30D | -3.1% | +9.6% | -12.7% | -5.7% |
| 3M | +28.1% | +2.3% | +25.8% | +26.0% |
| 6M | +67.4% | -23.9% | +91.3% | +77.2% |
| YTD | +59.8% | -39.8% | +99.5% | +78.9% |
| 1Y | +45.6% | -37.4% | +83.0% | +59.9% |
| 3Y | +162.0% | +53.1% | +108.9% | +94.2% |
| All | +139.3% | -42.0% | +181.2% | +134.7% |
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 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