-0.4%
UL vs PEGA
-46.9%
+46.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | +2.6% | -8.2% | +10.8% | +2.8% |
| 30D | +6.8% | -11.6% | +18.3% | +7.1% |
| 3M | +5.7% | -4.2% | +9.9% | +6.0% |
| 6M | +15.9% | -12.0% | +27.9% | +15.4% |
| YTD | +4.3% | -46.9% | +51.2% | +2.8% |
| 1Y | -0.4% | -47.0% | +46.6% | -1.9% |
| All | -0.4% | -46.9% | +46.5% | -1.9% |
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