+3.2%
EL vs PEGA
+43.4%
-40.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +2.9% |
| 7D | +0.8% | -4.5% | +5.3% | +1.6% |
| 30D | +16.5% | -5.7% | +22.2% | +17.7% |
| 3M | +29.2% | +2.6% | +26.6% | +28.5% |
| 6M | +27.9% | -10.6% | +38.5% | +29.4% |
| YTD | +6.2% | -45.5% | +51.7% | +15.6% |
| 1Y | +27.2% | -44.8% | +71.9% | +38.0% |
| 3Y | +3.2% | +45.5% | -42.3% | -8.1% |
| All | +3.2% | +43.4% | -40.2% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling