+52.8%
ECL vs PEGA
+49.1%
+3.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -2.0% |
| 7D | -2.7% | -6.1% | +3.4% | -2.5% |
| 30D | -4.3% | +6.4% | -10.7% | -4.5% |
| 3M | +3.2% | +2.9% | +0.3% | +2.9% |
| 6M | -2.9% | -23.8% | +20.9% | -2.3% |
| YTD | +4.3% | -41.1% | +45.3% | +6.0% |
| 1Y | +1.6% | -38.2% | +39.9% | +3.0% |
| All | +52.8% | +49.1% | +3.7% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling