+1,337.9%
UL vs PEGA
+991.9%
+346.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.1% |
| 7D | +0.3% | -10.0% | +10.2% | +0.7% |
| 30D | +7.0% | -12.7% | +19.7% | +7.6% |
| 3M | +5.8% | -4.6% | +10.4% | +5.9% |
| 6M | +16.1% | -13.1% | +29.2% | +16.6% |
| YTD | +4.5% | -47.6% | +52.1% | +7.0% |
| 1Y | -1.3% | -47.0% | +45.7% | +1.0% |
| 3Y | +35.0% | +42.0% | -7.1% | +30.4% |
| 5Y | +31.9% | -47.8% | +79.8% | +31.8% |
| 10Y | +99.3% | +92.0% | +7.3% | +87.2% |
| All | +1,337.9% | +991.9% | +346.0% | +1,140.0% |
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