+29.6%
LUV vs PEGA
-30.0%
+59.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.4% |
| 7D | +0.4% | +3.3% | -2.9% | +0.2% |
| 30D | -18.4% | +17.7% | -36.2% | -19.4% |
| 3M | -3.2% | +5.8% | -9.0% | -3.6% |
| 6M | -14.8% | -20.3% | +5.4% | -14.6% |
| YTD | -2.9% | -37.1% | +34.3% | -0.9% |
| 1Y | +29.6% | -30.2% | +59.8% | +26.6% |
| All | +29.6% | -30.0% | +59.6% | +26.6% |
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