-2.2%
LVS vs PEGA
+175.1%
-177.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.9% |
| 7D | -2.7% | -6.1% | +3.4% | -1.1% |
| 30D | -4.7% | +6.4% | -11.1% | -6.5% |
| 3M | -15.6% | +2.9% | -18.5% | -17.2% |
| 6M | -18.6% | -23.8% | +5.2% | -14.0% |
| YTD | -32.3% | -41.1% | +8.8% | -23.9% |
| 1Y | -18.0% | -38.2% | +20.2% | -9.7% |
| 3Y | -5.8% | +49.8% | -55.7% | -27.5% |
| 5Y | +5.7% | -48.0% | +53.8% | +17.2% |
| All | -2.2% | +175.1% | -177.3% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling