+53.4%
EFA vs PEGA
-48.2%
+101.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.9% |
| 7D | -0.5% | -6.1% | +5.7% | +0.2% |
| 30D | -1.3% | +6.4% | -7.7% | -2.1% |
| 3M | +5.2% | +2.9% | +2.3% | +4.4% |
| 6M | +9.4% | -23.8% | +33.2% | +12.1% |
| YTD | +12.7% | -41.1% | +53.8% | +18.6% |
| 1Y | +19.3% | -38.2% | +57.5% | +24.3% |
| 3Y | +66.3% | +49.8% | +16.5% | +49.2% |
| 5Y | +53.4% | -48.0% | +101.4% | +58.3% |
| All | +53.4% | -48.2% | +101.5% | +58.3% |
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