+25.4%
ED vs PEGA
-46.9%
+72.3%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | +2.1% | -8.2% | +10.3% | +1.6% |
| 30D | +12.4% | -11.6% | +24.0% | +11.7% |
| 3M | +13.1% | -4.2% | +17.3% | +13.1% |
| 6M | +14.1% | -12.0% | +26.0% | +13.3% |
| YTD | +23.1% | -46.9% | +70.0% | +14.9% |
| 1Y | +25.4% | -47.0% | +72.4% | +17.3% |
| All | +25.4% | -46.9% | +72.3% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling