+28.4%
EL vs PEGA
-46.9%
+75.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | 0.0% |
| 7D | +7.6% | -8.2% | +15.8% | +9.3% |
| 30D | +15.7% | -11.6% | +27.2% | +18.2% |
| 3M | +30.5% | -4.2% | +34.7% | +31.4% |
| 6M | +32.5% | -12.0% | +44.5% | +34.4% |
| YTD | +9.4% | -46.9% | +56.4% | +16.6% |
| 1Y | +28.4% | -47.0% | +75.3% | +36.7% |
| All | +28.4% | -46.9% | +75.2% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling