+60.0%
EL vs PEGA
+99.2%
-39.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.9% | +6.7% | +3.8% |
| 7D | +8.0% | -10.0% | +18.0% | +10.9% |
| 30D | +15.4% | -12.7% | +28.1% | +19.3% |
| 3M | +28.5% | -4.6% | +33.1% | +29.6% |
| 6M | +32.2% | -13.1% | +45.3% | +35.2% |
| YTD | +9.2% | -47.6% | +56.8% | +25.3% |
| 1Y | +30.8% | -47.0% | +77.8% | +49.5% |
| 3Y | +3.7% | +42.0% | -38.3% | -16.1% |
| 5Y | -64.8% | -47.8% | -17.0% | -62.7% |
| 10Y | +60.0% | +92.0% | -31.9% | +18.9% |
| All | +60.0% | +99.2% | -39.1% | +18.9% |
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