+21.4%
UL vs PEGA
-47.9%
+69.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.1% | -0.8% |
| 7D | -1.3% | -2.4% | +1.1% | -1.2% |
| 30D | +0.9% | +9.6% | -8.7% | +0.4% |
| 3M | +14.2% | +2.3% | +11.9% | +13.8% |
| 6M | -3.2% | -23.9% | +20.7% | -2.2% |
| YTD | -0.3% | -39.8% | +39.4% | +1.8% |
| 1Y | -8.8% | -37.4% | +28.6% | -7.2% |
| 3Y | +23.9% | +53.1% | -29.3% | +17.2% |
| 5Y | +21.4% | -47.2% | +68.6% | +23.9% |
| All | +21.4% | -47.9% | +69.3% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling