+248.0%
EFV vs PEGA
+2,173.7%
-1,925.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +2.1% | -8.2% | +10.4% | +3.7% |
| 30D | +3.1% | -11.6% | +14.6% | +5.2% |
| 3M | -1.3% | -4.2% | +2.8% | -1.1% |
| 6M | +6.0% | -12.0% | +18.0% | +7.0% |
| YTD | +15.8% | -46.9% | +62.7% | +27.1% |
| 1Y | +21.1% | -47.0% | +68.1% | +32.8% |
| 3Y | +91.0% | +40.9% | +50.1% | +62.3% |
| 5Y | +94.3% | -45.4% | +139.7% | +92.1% |
| 10Y | +160.4% | +95.9% | +64.5% | +85.5% |
| All | +248.0% | +2,173.7% | -1,925.7% | +23.1% |
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