+12.9%
EL vs PEGA
-38.8%
+51.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.5% |
| 7D | -2.4% | -6.1% | +3.8% | -1.3% |
| 30D | +13.7% | +6.4% | +7.3% | +12.4% |
| 3M | +14.5% | +2.9% | +11.6% | +13.3% |
| 6M | +7.4% | -23.8% | +31.2% | +10.9% |
| YTD | -4.7% | -41.1% | +36.4% | +1.2% |
| 1Y | +12.9% | -38.2% | +51.2% | +19.1% |
| All | +12.9% | -38.8% | +51.8% | +19.1% |
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 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