-20.0%
LVS vs PEGA
-36.0%
+16.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.3% |
| 7D | -3.5% | -3.0% | -0.5% | -3.0% |
| 30D | -6.2% | +15.9% | -22.1% | -8.5% |
| 3M | -14.8% | +10.8% | -25.7% | -16.8% |
| 6M | -20.9% | -16.5% | -4.4% | -19.3% |
| YTD | -33.0% | -39.0% | +6.0% | -27.7% |
| 1Y | -20.0% | -37.3% | +17.3% | -12.4% |
| All | -20.0% | -36.0% | +16.0% | -12.4% |
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 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