+197.7%
ECL vs PEGA
+99.2%
+98.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +2.8% |
| 7D | -0.5% | -10.0% | +9.4% | +1.4% |
| 30D | +8.8% | -12.7% | +21.5% | +11.5% |
| 3M | +7.8% | -4.6% | +12.4% | +8.3% |
| 6M | +21.3% | -13.1% | +34.4% | +23.0% |
| YTD | +17.8% | -47.6% | +65.4% | +30.6% |
| 1Y | +21.1% | -47.0% | +68.1% | +33.6% |
| 3Y | +80.1% | +42.0% | +38.1% | +43.8% |
| 5Y | +40.5% | -47.8% | +88.3% | +44.8% |
| 10Y | +197.7% | +92.0% | +105.8% | +118.0% |
| All | +197.7% | +99.2% | +98.6% | +118.0% |
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