+1,285.9%
UL vs PEGA
+1,209.2%
+76.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -1.3% | +3.3% | -4.6% | -1.5% |
| 30D | +0.5% | +17.7% | -17.3% | -0.3% |
| 3M | +17.6% | +5.8% | +11.8% | +17.1% |
| 6M | -5.4% | -20.3% | +14.9% | -4.7% |
| YTD | +0.7% | -37.1% | +37.8% | +2.4% |
| 1Y | -9.3% | -30.2% | +20.9% | -8.3% |
| 3Y | +24.5% | +48.1% | -23.6% | +20.1% |
| 5Y | +23.2% | -46.8% | +70.0% | +23.0% |
| 10Y | +64.5% | +191.3% | -126.8% | +51.9% |
| All | +1,285.9% | +1,209.2% | +76.6% | +1,085.8% |
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