+88.0%
LTH vs PEGA
-45.2%
+133.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.0% |
| 7D | +4.5% | -4.5% | +9.0% | +4.9% |
| 30D | +16.3% | -5.7% | +22.0% | +16.9% |
| 3M | +8.4% | +2.7% | +5.7% | +7.8% |
| 6M | +40.3% | -10.5% | +50.8% | +40.6% |
| YTD | +77.3% | -45.4% | +122.7% | +87.2% |
| 1Y | +88.0% | -44.7% | +132.7% | +97.8% |
| All | +88.0% | -45.2% | +133.1% | +97.8% |
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