+92.4%
EFV vs PEGA
+48.1%
+44.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.4% |
| 7D | +1.0% | -2.4% | +3.4% | +1.1% |
| 30D | +0.2% | +9.6% | -9.5% | -0.4% |
| 3M | +9.6% | +2.3% | +7.3% | +9.3% |
| 6M | +14.0% | -23.9% | +37.9% | +15.9% |
| YTD | +18.5% | -39.8% | +58.2% | +22.3% |
| 1Y | +27.9% | -37.4% | +65.3% | +31.3% |
| 3Y | +92.4% | +53.1% | +39.3% | +79.5% |
| All | +92.4% | +48.1% | +44.4% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling