+342.0%
EAT vs PEGA
-46.5%
+388.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.8% |
| 7D | 0.0% | +3.3% | -3.3% | -0.7% |
| 30D | +1.9% | +17.7% | -15.9% | -2.2% |
| 3M | +68.7% | +5.8% | +62.9% | +64.8% |
| 6M | +66.9% | -20.3% | +87.2% | +73.4% |
| YTD | +60.4% | -37.1% | +97.6% | +74.7% |
| 1Y | +44.0% | -30.2% | +74.2% | +51.4% |
| 3Y | +604.7% | +48.1% | +556.6% | +467.6% |
| All | +342.0% | -46.5% | +388.4% | +378.9% |
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 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