+4,320.5%
EAT vs PEGA
+1,005.9%
+3,314.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.3% |
| 7D | -5.9% | -8.2% | +2.3% | -5.0% |
| 30D | +0.7% | -11.6% | +12.2% | +2.0% |
| 3M | -14.2% | -4.2% | -10.1% | -14.1% |
| 6M | +40.7% | -12.0% | +52.7% | +41.8% |
| YTD | +36.0% | -46.9% | +82.9% | +43.9% |
| 1Y | +83.1% | -47.0% | +130.0% | +93.5% |
| 3Y | +474.8% | +40.9% | +433.9% | +434.8% |
| 5Y | +347.6% | -45.4% | +393.0% | +350.4% |
| 10Y | +321.5% | +95.9% | +225.6% | +286.1% |
| All | +4,320.5% | +1,005.9% | +3,314.6% | +3,080.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling