+349.8%
EAT vs PEGA
+99.2%
+250.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.2% |
| 7D | -3.9% | -10.0% | +6.1% | -0.5% |
| 30D | +5.0% | -12.7% | +17.7% | +9.5% |
| 3M | -9.6% | -4.6% | -5.0% | -9.2% |
| 6M | +46.8% | -13.1% | +59.9% | +50.2% |
| YTD | +41.8% | -47.6% | +89.4% | +69.0% |
| 1Y | +98.3% | -47.0% | +145.3% | +134.3% |
| 3Y | +503.1% | +42.0% | +461.0% | +328.8% |
| 5Y | +356.7% | -47.8% | +404.5% | +388.4% |
| 10Y | +349.8% | +92.0% | +257.8% | +226.8% |
| All | +349.8% | +99.2% | +250.6% | +226.8% |
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 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