+28.1%
ECL vs PEGA
-47.9%
+76.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.1% |
| 7D | -0.8% | -2.4% | +1.6% | -0.5% |
| 30D | -2.5% | +9.6% | -12.1% | -3.7% |
| 3M | +8.3% | +2.3% | +6.0% | +7.5% |
| 6M | -1.1% | -23.9% | +22.8% | +1.6% |
| YTD | +6.5% | -39.8% | +46.3% | +12.4% |
| 1Y | +2.1% | -37.4% | +39.5% | +6.7% |
| 3Y | +57.6% | +53.1% | +4.5% | +33.5% |
| 5Y | +28.1% | -47.2% | +75.3% | +37.3% |
| All | +28.1% | -47.9% | +76.0% | +37.3% |
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