+67.7%
UL vs PEGA
+170.9%
-103.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.5% |
| 7D | -3.2% | -6.1% | +2.9% | -2.7% |
| 30D | -0.6% | +6.4% | -7.0% | -1.2% |
| 3M | +9.4% | +2.9% | +6.5% | +8.8% |
| 6M | -4.1% | -23.8% | +19.7% | -2.3% |
| YTD | -2.0% | -41.1% | +39.1% | +2.0% |
| 1Y | -9.0% | -38.2% | +29.3% | -6.0% |
| 3Y | +21.8% | +49.8% | -28.0% | +10.8% |
| 5Y | +20.6% | -48.0% | +68.6% | +25.9% |
| 10Y | +67.7% | +173.1% | -105.4% | +36.3% |
| All | +67.7% | +170.9% | -103.2% | +36.3% |
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