+310.8%
EAT vs PEGA
+97.3%
+213.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | 0.0% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | -2.9% | -4.1% | +1.2% | -1.8% |
| 3M | -16.9% | -2.8% | -14.1% | -16.7% |
| 6M | +57.0% | -0.4% | +57.4% | +53.3% |
| YTD | +38.2% | -45.4% | +83.6% | +62.4% |
| 1Y | +69.3% | -42.6% | +111.9% | +94.6% |
| 3Y | +483.0% | +45.4% | +437.6% | +311.8% |
| 5Y | +364.1% | -44.6% | +408.7% | +384.2% |
| All | +310.8% | +97.3% | +213.5% | +196.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling