+376.6%
EFA vs PEGA
+4,343.3%
-3,966.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | 0.0% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +1.4% | -4.1% | +5.5% | +1.9% |
| 3M | -4.2% | -2.8% | -1.3% | -4.1% |
| 6M | +1.9% | -0.4% | +2.4% | +0.8% |
| YTD | +10.2% | -45.4% | +55.6% | +18.4% |
| 1Y | +12.8% | -42.6% | +55.4% | +20.1% |
| 3Y | +65.2% | +45.4% | +19.8% | +45.8% |
| 5Y | +49.8% | -44.6% | +94.4% | +48.4% |
| 10Y | +145.2% | +91.2% | +54.0% | +96.1% |
| All | +376.6% | +4,343.3% | -3,966.7% | +146.8% |
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