+5,530.3%
ECL vs PEGA
+1,036.4%
+4,493.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.4% |
| 7D | -0.8% | -4.5% | +3.8% | -0.4% |
| 30D | +8.1% | -5.7% | +13.8% | +8.6% |
| 3M | +6.4% | +2.7% | +3.7% | +5.9% |
| 6M | +14.8% | -10.5% | +25.3% | +15.2% |
| YTD | +15.5% | -45.4% | +60.9% | +20.2% |
| 1Y | +20.1% | -44.7% | +64.8% | +24.9% |
| 3Y | +77.8% | +45.7% | +32.1% | +66.0% |
| 5Y | +37.9% | -45.3% | +83.1% | +37.3% |
| 10Y | +202.7% | +102.6% | +100.1% | +172.7% |
| All | +5,530.3% | +1,036.4% | +4,493.9% | +3,966.0% |
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 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