+5,115.8%
ECL vs PEGA
+1,209.2%
+3,906.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -2.6% | +3.3% | -5.9% | -2.9% |
| 30D | -2.2% | +17.7% | -19.9% | -3.6% |
| 3M | +10.1% | +5.8% | +4.3% | +9.2% |
| 6M | -5.7% | -20.3% | +14.5% | -4.5% |
| YTD | +7.0% | -37.1% | +44.1% | +10.2% |
| 1Y | +2.7% | -30.2% | +32.9% | +4.6% |
| 3Y | +57.7% | +48.1% | +9.6% | +47.2% |
| 5Y | +31.1% | -46.8% | +77.9% | +30.9% |
| 10Y | +150.9% | +191.3% | -40.4% | +120.2% |
| All | +5,115.8% | +1,209.2% | +3,906.5% | +3,625.9% |
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 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