+64.9%
EL vs PEGA
+92.7%
-27.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | -0.1% |
| 7D | +7.6% | -8.2% | +15.8% | +9.9% |
| 30D | +15.7% | -11.6% | +27.2% | +19.2% |
| 3M | +30.5% | -4.2% | +34.7% | +31.5% |
| 6M | +32.5% | -12.0% | +44.5% | +35.1% |
| YTD | +9.4% | -46.9% | +56.4% | +25.2% |
| 1Y | +28.4% | -47.0% | +75.3% | +46.7% |
| 3Y | +4.4% | +40.9% | -36.4% | -15.2% |
| 5Y | -64.5% | -45.4% | -19.1% | -63.0% |
| 10Y | +64.9% | +95.9% | -31.0% | +23.4% |
| All | +64.9% | +92.7% | -27.8% | +23.4% |
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