+1,467.6%
LYV vs PEGA
+2,110.0%
-642.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.6% |
| 7D | -4.2% | -5.3% | +1.1% | -2.5% |
| 30D | -7.2% | +8.3% | -15.5% | -9.9% |
| 3M | +1.5% | +8.9% | -7.4% | -2.6% |
| 6M | +2.7% | -19.7% | +22.5% | +7.7% |
| YTD | +19.4% | -39.9% | +59.3% | +35.6% |
| 1Y | -0.5% | -36.4% | +35.9% | +9.9% |
| 3Y | +110.1% | +52.8% | +57.3% | +57.6% |
| 5Y | +97.6% | -45.7% | +143.2% | +100.3% |
| 10Y | +560.2% | +178.5% | +381.7% | +260.7% |
| All | +1,467.6% | +2,110.0% | -642.5% | +243.5% |
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