+372.3%
EAT vs PEGA
-45.3%
+417.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -2.1% |
| 7D | -2.6% | -4.5% | +1.9% | -1.6% |
| 30D | +11.5% | -5.7% | +17.1% | +12.7% |
| 3M | -9.1% | +2.7% | -11.8% | -10.3% |
| 6M | +40.4% | -10.5% | +50.9% | +42.0% |
| YTD | +43.9% | -45.4% | +89.4% | +61.1% |
| 1Y | +101.9% | -44.7% | +146.7% | +124.6% |
| 3Y | +489.9% | +45.7% | +444.2% | +372.2% |
| All | +372.3% | -45.3% | +417.5% | +341.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling