+146.4%
ED vs PEGA
+97.3%
+49.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.3% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +10.4% | -4.1% | +14.5% | +10.5% |
| 3M | +12.5% | -2.8% | +15.4% | +12.6% |
| 6M | +14.9% | -0.4% | +15.4% | +14.7% |
| YTD | +24.8% | -45.4% | +70.2% | +27.2% |
| 1Y | +23.8% | -42.6% | +66.5% | +25.9% |
| 3Y | +51.6% | +45.4% | +6.2% | +42.5% |
| 5Y | +86.4% | -44.6% | +131.0% | +86.9% |
| All | +146.4% | +97.3% | +49.1% | +122.4% |
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 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