+162.7%
EFV vs PEGA
+180.6%
-17.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.6% |
| 7D | -2.0% | -5.3% | +3.3% | -1.2% |
| 30D | -0.2% | +8.3% | -8.5% | -1.5% |
| 3M | +9.1% | +8.9% | +0.2% | +7.1% |
| 6M | +11.7% | -19.7% | +31.4% | +14.3% |
| YTD | +17.0% | -39.9% | +56.9% | +24.5% |
| 1Y | +26.7% | -36.4% | +63.1% | +33.0% |
| 3Y | +90.2% | +52.8% | +37.4% | +62.7% |
| 5Y | +96.1% | -45.7% | +141.8% | +104.9% |
| All | +162.7% | +180.6% | -17.8% | +87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling