+153.5%
ECL vs PEGA
+191.9%
-38.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -2.6% | +3.3% | -5.9% | -3.2% |
| 30D | -2.2% | +17.7% | -19.9% | -5.3% |
| 3M | +10.1% | +5.8% | +4.3% | +8.1% |
| 6M | -5.7% | -20.3% | +14.5% | -2.8% |
| YTD | +7.0% | -37.1% | +44.1% | +14.8% |
| 1Y | +2.7% | -30.2% | +32.9% | +7.1% |
| 3Y | +57.7% | +48.1% | +9.6% | +27.5% |
| 5Y | +31.1% | -46.8% | +77.9% | +37.7% |
| All | +153.5% | +191.9% | -38.3% | +67.9% |
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 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