+110.8%
EAT vs PEGA
-44.4%
+155.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -0.1% | -2.9% | +2.7% | 0.0% |
| 30D | +13.5% | -0.5% | +14.0% | +13.5% |
| 3M | +1.0% | +8.5% | -7.5% | +0.6% |
| 6M | +57.3% | -6.3% | +63.5% | +56.4% |
| YTD | +53.6% | -42.2% | +95.8% | +48.4% |
| 1Y | +110.8% | -43.4% | +154.2% | +106.9% |
| All | +110.8% | -44.4% | +155.2% | +106.9% |
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 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