+1,334.9%
UL vs PEGA
+1,005.9%
+328.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | +2.6% | -8.2% | +10.8% | +3.0% |
| 30D | +6.8% | -11.6% | +18.3% | +7.3% |
| 3M | +5.7% | -4.2% | +9.9% | +5.9% |
| 6M | +15.9% | -12.0% | +27.9% | +16.3% |
| YTD | +4.3% | -46.9% | +51.2% | +6.7% |
| 1Y | -0.4% | -47.0% | +46.6% | +1.9% |
| 3Y | +35.0% | +40.9% | -5.9% | +30.4% |
| 5Y | +31.6% | -45.4% | +77.0% | +31.2% |
| 10Y | +104.6% | +95.9% | +8.7% | +92.1% |
| All | +1,334.9% | +1,005.9% | +328.9% | +1,136.7% |
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