-12.0%
LUV vs PEGA
-48.2%
+36.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.4% |
| 7D | +0.7% | -6.1% | +6.8% | +1.8% |
| 30D | -13.4% | +6.4% | -19.8% | -14.6% |
| 3M | -9.6% | +2.9% | -12.5% | -10.7% |
| 6M | -8.9% | -23.8% | +14.9% | -5.0% |
| YTD | -5.2% | -41.1% | +35.9% | +3.2% |
| 1Y | +27.0% | -38.2% | +65.3% | +36.1% |
| 3Y | +39.6% | +49.8% | -10.2% | +16.1% |
| All | -12.0% | -48.2% | +36.1% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling