+867.1%
LUV vs PEGA
+1,154.6%
-287.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -2.0% |
| 7D | +3.1% | -2.4% | +5.5% | +3.4% |
| 30D | -17.4% | +9.6% | -27.1% | -18.3% |
| 3M | -4.9% | +2.3% | -7.2% | -5.5% |
| 6M | -5.7% | -23.9% | +18.2% | -3.6% |
| YTD | -5.2% | -39.8% | +34.6% | -1.2% |
| 1Y | +24.1% | -37.4% | +61.5% | +28.5% |
| 3Y | +39.6% | +53.1% | -13.5% | +29.5% |
| 5Y | -12.5% | -47.2% | +34.8% | -11.9% |
| 10Y | +12.9% | +174.3% | -161.4% | -1.8% |
| All | +867.1% | +1,154.6% | -287.5% | +537.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling