+82.6%
ED vs PEGA
-44.5%
+127.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.4% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +10.4% | -4.1% | +14.5% | +10.4% |
| 3M | +12.5% | -2.8% | +15.4% | +12.6% |
| 6M | +14.9% | -0.4% | +15.4% | +14.9% |
| YTD | +24.8% | -45.4% | +70.2% | +25.1% |
| 1Y | +23.8% | -42.6% | +66.5% | +24.0% |
| 3Y | +51.6% | +45.4% | +6.2% | +46.5% |
| All | +82.6% | -44.5% | +127.1% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling