-22.8%
LYB vs PEGA
+54.2%
-77.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +0.3% | -3.0% | +3.3% | +0.5% |
| 30D | +2.5% | +15.9% | -13.4% | +1.3% |
| 3M | +1.4% | +10.8% | -9.5% | +0.4% |
| 6M | -3.5% | -16.5% | +13.0% | -2.4% |
| YTD | +52.0% | -39.0% | +91.0% | +58.8% |
| 1Y | +22.1% | -37.3% | +59.3% | +26.7% |
| 3Y | -22.8% | +59.2% | -81.9% | -33.1% |
| All | -22.8% | +54.2% | -77.0% | -33.1% |
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