+1,653.3%
ED vs PEGA
+1,036.4%
+616.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -2.3% |
| 7D | +1.6% | -4.5% | +6.2% | +1.8% |
| 30D | +13.3% | -5.7% | +19.0% | +13.4% |
| 3M | +9.7% | +2.7% | +7.1% | +9.6% |
| 6M | +12.8% | -10.5% | +23.3% | +12.9% |
| YTD | +22.3% | -45.4% | +67.7% | +23.7% |
| 1Y | +26.3% | -44.7% | +71.0% | +27.7% |
| 3Y | +45.0% | +45.7% | -0.6% | +41.8% |
| 5Y | +80.2% | -45.3% | +125.5% | +79.4% |
| 10Y | +129.9% | +102.6% | +27.3% | +120.6% |
| All | +1,653.3% | +1,036.4% | +616.9% | +1,482.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling