+632.8%
LYB vs PEGA
+383.7%
+249.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | +0.3% | -3.0% | +3.3% | +0.9% |
| 30D | +2.5% | +15.9% | -13.4% | -1.1% |
| 3M | +1.4% | +10.8% | -9.5% | -2.1% |
| 6M | -3.5% | -16.5% | +13.0% | -1.4% |
| YTD | +52.0% | -39.0% | +91.0% | +65.3% |
| 1Y | +22.1% | -37.3% | +59.3% | +31.0% |
| 3Y | -22.8% | +59.2% | -81.9% | -39.1% |
| 5Y | -3.4% | -44.9% | +41.5% | -3.0% |
| 10Y | +47.4% | +182.6% | -135.2% | -11.2% |
| All | +632.8% | +383.7% | +249.2% | +274.1% |
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 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