+40.2%
LUV vs PEGA
+49.1%
-8.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | +0.7% | -6.1% | +6.8% | +1.6% |
| 30D | -13.4% | +6.4% | -19.8% | -14.3% |
| 3M | -9.6% | +2.9% | -12.5% | -10.4% |
| 6M | -8.9% | -23.8% | +14.9% | -5.9% |
| YTD | -5.2% | -41.1% | +35.9% | +1.5% |
| 1Y | +27.0% | -38.2% | +65.3% | +34.3% |
| All | +40.2% | +49.1% | -8.9% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling