+395.7%
EFA vs PEGA
+5,014.2%
-4,618.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +0.6% | +3.3% | -2.7% | +0.1% |
| 30D | +0.9% | +17.7% | -16.9% | -1.8% |
| 3M | +4.9% | +5.8% | -0.9% | +3.2% |
| 6M | +8.6% | -20.3% | +28.8% | +11.2% |
| YTD | +14.6% | -37.1% | +51.8% | +20.9% |
| 1Y | +22.6% | -30.2% | +52.8% | +26.7% |
| 3Y | +66.5% | +48.1% | +18.4% | +46.9% |
| 5Y | +54.5% | -46.8% | +101.3% | +54.7% |
| 10Y | +144.8% | +191.3% | -46.5% | +84.0% |
| All | +395.7% | +5,014.2% | -4,618.4% | +152.0% |
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