+483.0%
EAT vs PEGA
+46.3%
+436.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.2% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -2.9% | -4.1% | +1.2% | -2.4% |
| 3M | -16.9% | -2.8% | -14.1% | -16.7% |
| 6M | +57.0% | -0.4% | +57.4% | +55.5% |
| YTD | +38.2% | -45.4% | +83.6% | +49.6% |
| 1Y | +69.3% | -42.6% | +111.9% | +81.3% |
| 3Y | +483.0% | +45.4% | +437.6% | +427.9% |
| All | +483.0% | +46.3% | +436.7% | +427.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling