+44.0%
EAT vs PEGA
-30.0%
+74.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.6% |
| 7D | 0.0% | +3.3% | -3.3% | -0.1% |
| 30D | +1.9% | +17.7% | -15.9% | +0.9% |
| 3M | +68.7% | +5.8% | +62.9% | +67.4% |
| 6M | +66.9% | -20.3% | +87.2% | +66.6% |
| YTD | +60.4% | -37.1% | +97.6% | +60.8% |
| 1Y | +44.0% | -30.2% | +74.2% | +37.8% |
| All | +44.0% | -30.0% | +74.0% | +37.8% |
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 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