+102.2%
ED vs PEGA
+187.4%
-85.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.3% |
| 7D | -0.2% | +3.3% | -3.5% | -0.3% |
| 30D | -0.1% | +17.7% | -17.9% | -0.7% |
| 3M | +3.9% | +5.8% | -1.9% | +3.6% |
| 6M | -3.0% | -20.3% | +17.2% | -2.4% |
| YTD | +10.7% | -37.1% | +47.8% | +12.4% |
| 1Y | +13.3% | -30.2% | +43.5% | +14.3% |
| 3Y | +34.5% | +48.1% | -13.6% | +26.9% |
| 5Y | +67.1% | -46.8% | +113.9% | +70.2% |
| All | +102.2% | +187.4% | -85.2% | +59.1% |
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