+141.8%
ED vs PEGA
+94.5%
+47.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | -0.1% |
| 7D | -0.9% | -8.6% | +7.7% | -0.6% |
| 30D | +11.2% | -10.1% | +21.3% | +11.5% |
| 3M | +11.8% | -4.7% | +16.5% | +11.9% |
| 6M | +14.1% | -8.0% | +22.1% | +14.2% |
| YTD | +23.0% | -47.1% | +70.1% | +25.5% |
| 1Y | +23.7% | -47.5% | +71.1% | +26.1% |
| 3Y | +47.7% | +40.2% | +7.5% | +39.0% |
| 5Y | +82.6% | -45.7% | +128.4% | +83.0% |
| 10Y | +141.8% | +85.1% | +56.7% | +118.1% |
| All | +141.8% | +94.5% | +47.3% | +118.1% |
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